88 citations · 276 across the 13 of their papers we have counts for
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q-fin.PM2021★ 2 cited
Community detection and portfolio optimization
Longfeng Zhao, Chao Wang, Gang-Jin Wang +2
Community detection methods can be used to explore the structure of complex systems. The well-known modular configurations in complex financial systems indicate the existence of co…
q-fin.PM2021
Portfolio optimization with idiosyncratic and systemic risks for financial networks
Yajie Yang, Longfeng Zhao, Lin Chen +2
In this study, we propose a new multi-objective portfolio optimization with idiosyncratic and systemic risks for financial networks. The two risks are measured by the idiosyncratic…