A Network View of Portfolio Optimization Using Fundamental Information

This article proposes the use of a novel approach to portfolio optimization, referred to as “Fundamental Networks” (FN). FN is an effective and robust network-based fundamental-incorporated method, and can be served as an alternative to classical mean-variance framework models. As a proxy for a port...

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Bibliographic Details
Main Authors: Xiangzhen Yan , Hanchao Yang , Zhongyuan Yu , Shuguang Zhang 
Format: Article
Language:English
Published: Frontiers Media S.A. 2021-08-01
Series:Frontiers in Physics
Subjects:
Online Access:https://www.frontiersin.org/articles/10.3389/fphy.2021.721007/full