Počet záznamov: 1  

Network-Based Asset Allocation Strategies

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    [1] MAYORAL, Silvia - MORENO, David - ZAREEI, Abalfazl. p Using a hedging network to minimize portfolio risk. In FINANCE RESEARCH LETTERS. ISSN 1544-6123, 2022, vol. 44. Dostupné na: https://doi.org/10.1016/j.frl.2021.102044., Registrované v: WOS, SCOPUS
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    [1] ZAHEER, Kashif - ASLAM, Faheem - TARIQ MOHMAND, Yasir - FERREIRA, Paulo. Temporal changes in global stock markets during COVID-19: an analysis of dynamic networks. In CHINA FINANCE REVIEW INTERNATIONAL. ISSN 2044-1398, 2022. Dostupné na: https://doi.org/10.1108/CFRI-07-2021-0137., Registrované v: WOS
    LI, Mengting - XU, Qifa - JIANG, Cuixia - ZHAO, Qinna. The role of tail network topological characteristic in portfolio selection: A TNA-PMC model. In International Review of Finance, 2023-03-01, 23, 1, pp. 37-57. ISSN 1369412X. Dostupné na: https://doi.org/10.1111/irfi.12379., Registrované v: SCOPUS, WOS
    JAEGER, Markus - MARINELLI, Dimitri. Network Diversification for a Robust Portfolio Allocation. In SSRN, 2022, pp. 1-32. Dostupné na: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4068889
    CLEMENTE, Gian Paolo - GRASSI, Rosanna - HITAJ, Asmerilda. Smart network based portfolios. In Annals of Operations Research, 2022-09-01, 316, 2, pp. 1519-1541. ISSN 02545330. Dostupné na: https://doi.org/10.1007/s10479-022-04675-7., Registrované v: SCOPUS, WOS
    CIRULLI, Antonello - KOBAK, Michal - ULRYCH, Urban. Portfolio Construction with Hierarchical Momentum. In The Journal of Portfolio Management, 2024, vol. 50, no. 4, pp. 136-159. Dostupné na: https://doi.org/10.3905/jpm.2023.1.570
    MAGNER, Nicolás - LAVÍN, Jaime F. - VALLE, Mauricio A. Modeling Synchronization Risk among Sustainable Exchange Trade Funds: A Statistical and Network Analysis Approach. In Mathematics, 2022-10-01, 10, 19, pp. Dostupné na: https://doi.org/10.3390/math10193598., Registrované v: SCOPUS, WOS
    CICIRETTI, Vito - BUCCI, Andrea. Building optimal regime-switching portfolios. In North American Journal of Economics and Finance, 2023-01-01, 64, pp. ISSN 10629408. Dostupné na: https://doi.org/10.1016/j.najef.2022.101837., Registrované v: SCOPUS, WOS
    BEROUAGA, Younes - EL MSIYAH, Cherif - MADKOUR, Jaouad. Portfolio Optimization Using Minimum Spanning Tree Model in the Moroccan Stock Exchange Market. In International Journal of Financial Studies, 2023-06-01, 11, 2, pp. Dostupné na: https://doi.org/10.3390/ijfs11020053., Registrované v: SCOPUS, WOS
    XU, Yuhong - ZHAO, Xinyao. How does node centrality in a complex network affect prediction? In arXiv preprint arXiv:2305.03245, 2023, pp. 1-22. Dostupné na: https://arxiv.org/pdf/2305.03245.pdf
    LI, Mengting - XU, Qifa - JIANG, Cuixia - LIU, Yezheng. The role of long- and short-run correlation networks in international portfolio selection. In International Journal of Finance and Economics, 2023-01-01, pp. ISSN 10769307. Dostupné na: https://doi.org/10.1002/ijfe.2820., Registrované v: SCOPUS, WOS
    LAN, Qiujun - LI, Haojie - MI, Xianhua - ZHANG, Chunyu. An Investing Strategy Based on a Complex Network with K-Line Correlations. In SSRN 4482809, 2023, pp. 1-29. Dostupné na: http://dx.doi.org/10.2139/ssrn.4482809
    AKARSU, Sergen. Idiosyncratic volatility, network centrality, and stock returns. In Borsa Istanbul Review, 2023-09-01, 23, 5, pp. 1191-1206. ISSN 22148450. Dostupné na: https://doi.org/10.1016/j.bir.2023.07.006., Registrované v: SCOPUS, WOS
    SCHUENEMANN, Jan Hendrik - KATENKA, Natallia - RIBBERINK, Natalia. US and European Stock Markets in Response to Exogenous Shocks: Cross-Regional Analysis of Dynamic Networks During the COVID-19 Pandemic. In Global Business Review, 2023-01-01, pp. ISSN 09721509. Dostupné na: https://doi.org/10.1177/09721509231158867., Registrované v: SCOPUS, WOS
    PATKI, Shreya - KWON, Roy H. - LAWRYSHYN, Yuri. Centrality-based Equal Risk Contribution Portfolio. In preprints.org, 2023, p. [1]. Dostupné na: https://www.preprints.org/manuscript/202311.1866/v1
    PATKI, Shreya - KWON, Roy H. - LAWRYSHYN, Yuri. Centrality-Based Equal Risk Contribution Portfolio. In Risks, 2024-01-01, 12, 1, pp. Dostupné na: https://doi.org/10.3390/risks12010008., Registrované v: SCOPUS, WOS
    ZHONG, Yannan - XU, Weijun - LI, Hongyi - ZHONG, Weiwei. Distributed mean reversion online portfolio strategy with stock network. In European Journal of Operational Research, 2024-05-01, 314, 3, pp. 1143-1158. ISSN 03772217. Dostupné na: https://doi.org/10.1016/j.ejor.2023.11.021., Registrované v: SCOPUS, WOS
    IOANNIDIS, Evangelos - SARIKEISOGLOU, Iordanis - ANGELIDIS, Georgios. Portfolio Construction: A Network Approach. In Mathematics, 2023-11-01, 11, 22, pp. Dostupné na: https://doi.org/10.3390/math11224670., Registrované v: SCOPUS, WOS
    FAN, Henghao - LI, Hongmin - GU, Xiaoyang - REN, Zhongqiu. Complex Real-Time Monitoring and Decision-Making Assistance System Based on Hybrid Forecasting Module and Social Network Analysis. In Systems, 2024-02-01, 12, 2, pp. Dostupné na: https://doi.org/10.3390/systems12020039., Registrované v: SCOPUS, WOS
Počet záznamov: 1  

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