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Balanced portfolio via signed graphs and spectral clustering in the Brazilian stock market |
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| Authors: | Mansano Rafael Esteves Allem Luiz Emilio Del-Vecchio Renata Raposo Hoppen Carlos |
| Affiliation: | 1.Programa de Pós Gradua??o em Engenharia de Produ??o, Universidade Federal Fluminense, Niterói, Brazil ;2.Instituto de Matemática e Estatística, Universidade Federal do Rio Grande do Sul, Porto Alegre, Brazil ;3.Instituto de Matemática, Universidade Federal Fluminense, Niterói, Brazil ; |
| Abstract: | Quality & Quantity - A portfolio associated with a balanced signed graph that contains both positive and negative edges is more predictable and risk-averse, and is therefore likely to require... |
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