"Correlation-diversified portfolio construction by finding maximum ..."

Ryo Hidaka et al. (2023)

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DOI: 10.48550/ARXIV.2308.04769

access: open

type: Informal or Other Publication

metadata version: 2023-08-22

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  - journals/corr/abs-2308-04769
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  - https://dblp.org/rec/journals/corr/abs-2308-04769
Ryo Hidaka, Yohei Hamakawa, Jun Nakayama, Kosuke Tatsumura:
Correlation-diversified portfolio construction by finding maximum independent set in large-scale market graph. CoRR abs/2308.04769 (2023)

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