Portfolio optimization based on multilayer connectedness networks

WANG Gangjin, WU Haoyu, XIE Chi

Systems Engineering - Theory & Practice ›› 2022, Vol. 42 ›› Issue (4) : 937-957.

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Systems Engineering - Theory & Practice ›› 2022, Vol. 42 ›› Issue (4) : 937-957. DOI: 10.12011/SETP2021-0528

Portfolio optimization based on multilayer connectedness networks

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