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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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2022, 42(4): 937-957 https://doi.org/10.12011/SETP2021-0528

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