109 citations · 330 across the 21 of their papers we have counts for
Showing q-fin.PMShow all
2 papers · 1 filter
q-fin.PM2019★ 19 cited
Smart network based portfolios
Gian Paolo Clemente, Rosanna Grassi, Asmerilda Hitaj
In this article we deal with the problem of portfolio allocation by enhancing network theory tools. We use the dependence structure of the correlations network in constructing some…
q-fin.PM2018★ 46 cited
Asset allocation: new evidence through network approaches
Gian Paolo Clemente, Rosanna Grassi, Asmerilda Hitaj
The main contribution of the paper is to employ the financial market network as a useful tool to improve the portfolio selection process, where nodes indicate securities and edges…