A novel portfolio construction strategy based on the core-periphery profile of stocks
By Imran Ansari, Charu Sharma, Akshay Agrawal, Niteesh Sahni
Rating
1436
Battle Count: 125
Relevance
9/10
Directly applicable to portfolio construction and optimization in quantitative trading
Implementation Complexity
6/10
Requires implementation of PMFG and core-periphery algorithms, but builds on established financial models
Reproducibility
4/5
Detailed methodology provided, but exact data sources not specified
About this paper
Methodology: Core-periphery based portfolio construction. Problem types: Portfolio Optimization, Network Analysis.
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