148 citations · 686 across the 39 of their papers we have counts for
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q-fin.PM2015
Optimal trading strategies - a time series approach
Peter A. Bebbington, Reimer Kuehn
Motivated by recent advances in the spectral theory of auto-covariance matrices, we are led to revisit a reformulation of Markowitz' mean-variance portfolio optimization approach i…
cond-mat.dis-nn2015★ 38 cited
Analytical results for the distribution of shortest path lengths in random networks
Eytan Katzav, Mor Nitzan, Daniel ben-Avraham +4
We present two complementary analytical approaches for calculating the distribution of shortest path lengths in Erdos-Rényi networks, based on recursion equations for the shells ar…