Zobrazeno 1 - 1
of 1
pro vyhledávání: '"Marco Gregnanin"'
Publikováno v:
Applied Network Science, Vol 9, Iss 1, Pp 1-37 (2024)
Abstract Portfolio allocation represents a significant challenge within financial markets, traditionally relying on correlation or covariance matrices to delineate relationships among stocks. However, these methodologies assume time stationarity and
Externí odkaz:
https://doaj.org/article/e0a4bd0868254c38b7bdc596ffe6a335
