A tail-revisited Markowitz mean-variance approach and a portfolio network centrality
Crossref DOI link: https://doi.org/10.1007/s10287-022-00422-2
Published Online: 2022-01-20
Published Print: 2022-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Mariani, Francesca
Polinesi, Gloria
Recchioni, Maria Cristina
Text and Data Mining valid from 2022-01-20
Version of Record valid from 2022-01-20
Article History
Received: 11 May 2021
Accepted: 4 January 2022
First Online: 20 January 2022