Signed graphs for portfolio analysis in risk management

IMA Journal of Management Mathematics

Volumn 13, Issue 3, 2002, Pages 201-210

  Harary, Frank ^a   Lim, Meng Hiot ^b   Wunsch, Donald C ^c  

^a New Mexico State University   (United States)

^b NANYANG TECHNOLOGICAL UNIVERSITY   (Singapore)

^c MISSOURI UNIVERSITY OF SCIENCE AND TECHNOLOGY   (United States)

Author keywords

Graph theory; Portfolio management; Risk; Signed graphs

Indexed keywords

EID: 0344193508     PISSN: 1471678X     EISSN: None     Source Type: Journal    
DOI: 10.1093/imaman/13.3.201     Document Type: Review

References (6)