Interconnectedness risk and active portfolio management: the information-theoretic perspective
Author:
Publisher
Infopro Digital Services Limited
Subject
Computer Networks and Communications,Finance,Modeling and Simulation
Cited by 9 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Correlation networks in economics and finance: A review of methodologies and bibliometric analysis;Journal of Economic Surveys;2024-07-23
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3. A tail-revisited Markowitz mean-variance approach and a portfolio network centrality;Computational Management Science;2022-01-20
4. Forecasting asset returns with network‐based metrics: A statistical and economic analysis;Journal of Forecasting;2021-03-04
5. A Review of Two Decades of Correlations, Hierarchies, Networks and Clustering in Financial Markets;Signals and Communication Technology;2021
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