Signed network models for dimensionality reduction of portfolio optimization | Paper Citation Record

Observation 6f24d97a-5ecf-4a03-9cb9-6f2d5d7fec2f · outbound

This paper cites Portfolio selection, the journal of finance.

Signed network models for dimensionality reduction of portfolio optimization Portfolio selection, the journal of finance

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Signed network models for dimensionality reduction of portfolio optimization Optimal portfolio allocation under higher moments

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Signed network models for dimensionality reduction of portfolio optimization Portfolio selection with higher moments.Quantitative Finance, 10(5):469–485, 2010

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Signed network models for dimensionality reduction of portfolio optimization Machine learning and portfolio optimization.Management Science, 64(3):1136–1154, 2018

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Signed network models for dimensionality reduction of portfolio optimization Portfolio management with higher mo- ments: the cardinality impact.International Transactions in Operational Research, 26(6):2531– 2560, 2019

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This paper cites Gainers and losers with higher order portfolio risk optimization.Physica A: Statistical Mechanics and its Applications, 563:125416, 2021.

Signed network models for dimensionality reduction of portfolio optimization Gainers and losers with higher order portfolio risk optimization.Physica A: Statistical Mechanics and its Applications, 563:125416, 2021

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This paper cites Solving high-order portfolios via successive convex approxi- mation algorithms.IEEE Transactions on Signal Processing, 69:892–904, 2021.

Signed network models for dimensionality reduction of portfolio optimization Solving high-order portfolios via successive convex approxi- mation algorithms.IEEE Transactions on Signal Processing, 69:892–904, 2021

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Signed network models for dimensionality reduction of portfolio optimization A theoretical generalization of the markowitz model incorporating skewness and kurtosis.Quantitative Finance, 23(5):877–886, 2023

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This paper cites Pgp for portfolio optimization: application to esg index family.Annals of Operations Research, 347(1):405–417, 2025.

Signed network models for dimensionality reduction of portfolio optimization Pgp for portfolio optimization: application to esg index family.Annals of Operations Research, 347(1):405–417, 2025

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Signed network models for dimensionality reduction of portfolio optimization Some np-complete problems in quadratic and nonlinear programming

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Signed network models for dimensionality reduction of portfolio optimization Optimal versus naive diversification: How inefficient is the 1/n portfolio strategy?The review of Financial studies, 22(5):1915–1953, 2009

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Observation 77dc549e-9229-49fa-9a31-2cbf56f7fa3a · outbound

This paper cites The properties of equally weighted risk contribution portfolios.Journal of portfolio management, 36(4):60, 2010.

Signed network models for dimensionality reduction of portfolio optimization The properties of equally weighted risk contribution portfolios.Journal of portfolio management, 36(4):60, 2010

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Signed network models for dimensionality reduction of portfolio optimization The 1/n investment strategy is optimal under high model ambiguity.Journal of Banking & Finance, 36(2):410–417, 2012

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Observation e92b6145-593c-4e91-8322-94a52b80df6b · outbound

This paper cites The equally weighted portfolio still remains a challenging benchmark.International Economics, 179:100525, 2024.

Signed network models for dimensionality reduction of portfolio optimization The equally weighted portfolio still remains a challenging benchmark.International Economics, 179:100525, 2024

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Signed network models for dimensionality reduction of portfolio optimization Combining the minimum-variance and equally- weighted portfolios: Can portfolio performance be improved?Economic Modelling, 80:260–274, 2019

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Signed network models for dimensionality reduction of portfolio optimization A network perspective of the stock market.Journal of Empirical Finance, 17(4):659–667, 2010

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Signed network models for dimensionality reduction of portfolio optimization Hierarchical structure in financial markets.The European Physical Journal B-Condensed Matter and Complex Systems, 11:193–197, 1999

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Signed network models for dimensionality reduction of portfolio optimization Nets: Network estimation for time series.Journal of Applied Econometrics, 34(3):347–364, 2019

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Signed network models for dimensionality reduction of portfolio optimization Correlation analysis and systemic risk measurement of regional, financial and global stock indices.Physica A: Statistical Mechanics and its Applications, 542:122653, 2020

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Observation a80584a7-ffdd-4c07-98d5-a760acebca65 · outbound

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Signed network models for dimensionality reduction of portfolio optimization Financial network systemic risk contributions.Review of Finance, 19(2):685–738, 2015

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Observation cbd86856-074e-418b-b9c8-891ff4cd0a2d · outbound

This paper cites A network approach to portfolio selection.Journal of Empirical Finance, 38:157–180, 2016.

Signed network models for dimensionality reduction of portfolio optimization A network approach to portfolio selection.Journal of Empirical Finance, 38:157–180, 2016

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Observation 54d7a243-56ae-4ec6-aa0f-c89b774a90f2 · outbound

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Signed network models for dimensionality reduction of portfolio optimization Signature-based portfolio allocation: a network approach.Applied Network Science, 9(1):54, 2024

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Signed network models for dimensionality reduction of portfolio optimization Network science: a useful tool in economics and finance

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Signed network models for dimensionality reduction of portfolio optimization Networks in the understanding of economic behaviors.Journal of economic perspectives, 28(4):3–22, 2014

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Signed network models for dimensionality reduction of portfolio optimization Systemic risk and stability in financial networks.American Economic Review, 105(2):564–608, 2015

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Signed network models for dimensionality reduction of portfolio optimization A new method to estimate the noise in financial correlation matrices.Journal of Physics A: Mathematical and General, 36(12):3009, 2003

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Signed network models for dimensionality reduction of portfolio optimization Noise dressing of financial correlation matrices.Physical review letters, 83(7):1467, 1999

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Signed network models for dimensionality reduction of portfolio optimization Noisy covariance matrices and portfolio optimization ii.Physica A: Statistical Mechanics and its Applications, 319:487–494, 2003

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Signed network models for dimensionality reduction of portfolio optimization Noise sensitivity of portfolio selection under various risk measures.Journal of Banking & Finance, 31(5):1545–1573, 2007

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Signed network models for dimensionality reduction of portfolio optimization The effects of errors in means, variances, and correlations on the mean-variance framework.Quantitative Finance, 22(10):1893–1903, 2022

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Signed network models for dimensionality reduction of portfolio optimization Partial correlation financial networks.Applied Net- work Science, 5(1):11, 2020

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Signed network models for dimensionality reduction of portfolio optimization Forecasting financial market structure from network features using machine learning

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Signed network models for dimensionality reduction of portfolio optimization Shrinkage estimation with reinforcement learning of large variance matrices for portfolio selection.Intelligent Systems with Applications, 17:200181, 2023

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Signed network models for dimensionality reduction of portfolio optimization Signed network models for portfolio optimization.arXiv preprint arXiv:2510.05377, 2025

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Signed network models for dimensionality reduction of portfolio optimization Portfolio optimization with digitized counterdiabatic quantum al- gorithms.Physical Review Research, 4(4):043204, 2022

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Signed network models for dimensionality reduction of portfolio optimization Train-and-scaling the quantum alternating operator ansatz to solve portfolio diversification

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Signed network models for dimensionality reduction of portfolio optimization The Lie Algebra of XY-mixer Topologies and Warm Starting QAOA for Constrained Optimization

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Signed network models for dimensionality reduction of portfolio optimization Scaling Portfolio Diversification with Quantum Circuit Cutting Techniques

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Signed network models for dimensionality reduction of portfolio optimization Best practices for portfolio optimization by quantum computing, experimented on real quantum devices.Scientific Reports, 13(1):19434, 2023

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Signed network models for dimensionality reduction of portfolio optimization A mathematical bibliography of signed and gain graphs and allied areas

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Signed network models for dimensionality reduction of portfolio optimization Structural balance: a generalization of heider’s theory

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Signed network models for dimensionality reduction of portfolio optimization On the notion of balance of a signed graph.Michigan Mathematical Journal, 2(2):143–146, 1953

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Signed network models for dimensionality reduction of portfolio optimization Balance and frustration in signed networks.Journal of Complex Networks, 7(2):163–189, 2019

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Signed network models for dimensionality reduction of portfolio optimization Measuring the balance of signed networks and its application to sign prediction.Journal of Statistical Mechanics: Theory and Experiment, 2017(6):063302, 2017

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Signed network models for dimensionality reduction of portfolio optimization PhD thesis, Institute of Cross-Disciplinary Physics and Complex Systems, IFISC, 2025

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Signed network models for dimensionality reduction of portfolio optimization Signed graphs for portfolio analysis in risk management.IMA Journal of management mathematics, 13(3):201–210, 2002

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Signed network models for dimensionality reduction of portfolio optimization Separator-based data reduction for signed graph balancing.Journal of combinatorial optimization, 20(4):335–360, 2010

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Signed network models for dimensionality reduction of portfolio optimization The structure of stock markets as signed networks.Journal of Industrial and Systems Engineering, 13(1):136–146, 2020

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Signed network models for dimensionality reduction of portfolio optimization The maximum balanced subgraph of a signed graph: Appli- cations and solution approaches.European Journal of Operational Research, 236(2):473–487, 2014

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Signed network models for dimensionality reduction of portfolio optimization Applications of signed graphs to portfolio turnover analysis.Procedia-Social and Behavioral Sciences, 211:1203–1209, 2015

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Signed network models for dimensionality reduction of portfolio optimization Global balance and systemic risk in financial correlation networks.Physica A: Statistical Mechanics and its Applications, page 130698, 2025

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Signed network models for dimensionality reduction of portfolio optimization Introduction to corre- lation networks: Interdisciplinary approaches beyond thresholding.Physics Reports, 1136:1–39, 2025

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Signed network models for dimensionality reduction of portfolio optimization A survey on gaps between mean-variance approach and exponential growth rate approach for portfolio optimization.ACM Computing Surveys (CSUR), 55(2):1–36, 2022

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Signed network models for dimensionality reduction of portfolio optimization Cambridge university press, 1999

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Observation 04ebcd71-ba7a-4293-aa1a-49cf92798788 · outbound

This paper cites Generalized autoregressive conditional heteroskedasticity.Journal of economet- rics, 31(3):307–327, 1986.

Signed network models for dimensionality reduction of portfolio optimization Generalized autoregressive conditional heteroskedasticity.Journal of economet- rics, 31(3):307–327, 1986

Reference 55

Resolution: unresolved; no resolver link, observed 2026-08-02T21:13:57.986543Z

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Observation c6921643-3c2b-4b80-a5e7-9089f22c6455 · outbound

This paper cites Autoregressive conditional heteroscedasticity with estimates of the variance of united kingdom inflation.Econometrica: Journal of the econometric society, pages 987–1007, 1982.

Signed network models for dimensionality reduction of portfolio optimization Autoregressive conditional heteroscedasticity with estimates of the variance of united kingdom inflation.Econometrica: Journal of the econometric society, pages 987–1007, 1982

Reference 56

Resolution: unresolved; no resolver link, observed 2026-08-02T21:13:58.107961Z

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Observation 07d20345-ecc4-4858-ac5e-02949b5a606a · outbound

This paper cites Is gold a hedge or a safe haven? an analysis of stocks, bonds and gold.Financial review, 45(2):217–229, 2010.

Signed network models for dimensionality reduction of portfolio optimization Is gold a hedge or a safe haven? an analysis of stocks, bonds and gold.Financial review, 45(2):217–229, 2010

Reference 57

Resolution: unresolved; no resolver link, observed 2026-08-02T21:13:58.186861Z

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Observation 79efe2db-c69a-4ec1-96b2-3b0349e37ebf · outbound

This paper cites The k-clique densest subgraph problem.

Signed network models for dimensionality reduction of portfolio optimization The k-clique densest subgraph problem

Reference 58

Resolution: unresolved; no resolver link, observed 2026-08-02T21:13:58.281706Z

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Observation 06fad5ae-7d8e-4a09-8ed7-f7fbcbb66b5a · outbound

This paper cites Reducibility among combinatorial problems.

Signed network models for dimensionality reduction of portfolio optimization Reducibility among combinatorial problems

Reference 59

Resolution: unresolved; no resolver link, observed 2026-08-02T21:13:58.440850Z

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