A novel portfolio construction strategy based on the core-periphery profile of stocks

By Imran Ansari, Charu Sharma, Akshay Agrawal, Niteesh Sahni

Published 2023-04-14

Everscope rating

1440.8

Relevance to quantitative trading

9 / 10

Implementation complexity

6 / 10

Reproducibility

4 / 5

About this paper

Methodology: Core-periphery based portfolio construction. Problem types: Portfolio Optimization, Network Analysis.

arXiv:2405.12993 · Paper rankings

Open the interactive Everscope explorer for full analysis, charts, and paper battles.