Portfolio creation using graph characteristics
The aim of this work is by combination of the graph theory and Markowitz portfolio theory to illustrate how some graph characteristics are related to the diversification potential of individual portfolio-forming stocks. Using the graph characteristic, the vertex eccentricity, individual stocks are d...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
LLC "CPC "Business Perspectives"
2018-02-01
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| Series: | Investment Management & Financial Innovations |
| Subjects: | |
| Online Access: | https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/10030/imfi_2018_01_Danko.pdf |