GRAPH THEORY AND MODELING OF BUSINESS PHENOMENA IN INVESTMENT FUNDS
DOI:
https://doi.org/10.24867/29JV01TopalovKeywords:
graph theory, institutional investors, investment funds, MST, TMPG, portfolio optimizationAbstract
This paper explores the application of graph theory in the context of business and investment funds. The focus is on analyzing various aspects of investment strategies, risks, and fund performance through the lens of graphs. The aim is to investigate how graph theory can contribute to understanding the complex interactions among different financial instruments in investment fund portfolios, as well as how it can facilitate decision-making in portfolio management processes.
References
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[7] Diamond, S. and S. Boyd, „CVXPY: A Python-embedded modeling language for convex optimization“, Journal of Machine Learning Research 17 (83), 1–5., 2016.
[2] Jorion, P.: „Portfolio optimization in Practise“, Financial Analysts Journal, vol, 48, no. 1, Jan-Feb, 1992
[3] Baltić, V., "Teorija grafova", Fakultet organizacionih nauka, Beograd, 2008. godina
[4] Cvetković, D., "Teorija grafova i njene primene", Naučna knjiga, Beograd, 1990. godina
[5] Cajas, D., „Portfolio optimization of relativist0ic value at risk“, SSRN Electronic Journal 2023.
[6] Pozzi, F., T. D. Matteo, and T. Aste, „Spread of risk across financial markets: better to invest in the peripheries“, Scientific Reports 3 (1), 2013
[7] Diamond, S. and S. Boyd, „CVXPY: A Python-embedded modeling language for convex optimization“, Journal of Machine Learning Research 17 (83), 1–5., 2016.
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Published
2024-12-06
Issue
Section
Mathematics in Engineering
