Portfolio selection based on graphs: Does it align with Markowitz-optimal portfolios?

Title:: Portfolio selection based on graphs: Does it align with Markowitz-optimal portfolios?
Document type:: Zeitschriftenaufsatz
Author(s):: Hüttner, Amelie; Mai, Jan-Frederik; Mineo, Stefano
Journal title:: Dependence Modeling
Year:: 2016
Journal volume:: 6
Journal issue:: 1
Pages contribution:: 63-87
Fulltext / DOI:: doi:10.1515/demo-2018-0004
Publisher:: Walter de Gruyter GmbH
E-ISSN:: 2300-2298
Date of publication:: 01.05.2016
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