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A tail-revisited Markowitz mean-variance approach and a portfolio network centrality.
Francesca Mariani
Gloria Polinesi
Maria Cristina Recchioni
Published in:
Comput. Manag. Sci. (2022)
Keyphrases
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network centrality
portfolio selection
portfolio optimization
social networks
online gaming
stock price
robust optimization
social capital
stock market
factor analysis
financial markets
bi objective
risk management
problems involving
degree centrality
multiple objectives