Dynamic Portfolio Cuts: A Spectral Approach to Graph-Theoretic Diversification
Author:
Affiliation:
1. Imperial College London,Department of EEE,London,UK,SW7 2BT
2. University of Montenegro,Faculty of Electrical Engineering,Podgorica,Montenegro,81000
Publisher
IEEE
Link
http://xplorestaging.ieee.org/ielx7/9745891/9746004/09747670.pdf?arnumber=9747670
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