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]
@article{MarianiPR22,
title = {A tail-revisited Markowitz mean-variance approach and a portfolio network centrality},
author = {Francesca Mariani and Gloria Polinesi and Maria Cristina Recchioni},
year = {2022},
doi = {10.1007/s10287-022-00422-2},
url = {https://doi.org/10.1007/s10287-022-00422-2},
researchr = {https://researchr.org/publication/MarianiPR22},
cites = {0},
citedby = {0},
journal = {Comput. Manag. Science},
volume = {19},
number = {3},
pages = {425-455},
}