A tail-revisited Markowitz mean-variance approach and a portfolio network centrality

Francesca Mariani, Gloria Polinesi, Maria Cristina Recchioni. A tail-revisited Markowitz mean-variance approach and a portfolio network centrality. Comput. Manag. Science, 19(3):425-455, 2022. [doi]

Authors

Francesca Mariani

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Gloria Polinesi

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Maria Cristina Recchioni

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