Reference health
Network models to improve robot advisory portfolios
52/52 checkable references clean · checked 2026-08-03
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
11 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
The 52 checked references that resolve
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ENHANCEMENT OF THE APPLICABILITY OF MARKOWITZ'S PORTFOLIO OPTIMIZATION BY UTILIZING RANDOM MATRIX THEORY
resolves10.1007/s10479-013-1395-3
A network-based data mining approach to portfolio selection via weighted clique relaxations
resolves10.1103/PhysRevE.68.046130
Topology of correlation-based minimal spanning trees in real and model markets
resolves10.1016/j.ejor.2008.01.054
Portfolio optimization with an envelope-based multi-objective evolutionary algorithm
resolves10.1016/j.physrep.2016.10.005
Cleaning large correlation matrices: Tools from Random Matrix Theory
resolves10.1007/s10479-012-1165-7
A new method for mean-variance portfolio optimization with cardinality constraints
resolves10.1023/B:ANOR.0000039513.99038.c6
Pareto Ant Colony Optimization: A Metaheuristic Approach to Multiobjective Portfolio Selection
resolves10.1214/10-AOS795
High-dimensionality effects in the Markowitz problem and other quadratic programs with linear constraints: Risk underestimation
resolves10.1016/j.physa.2008.12.006
Topological properties of stock networks based on minimal spanning tree and random matrix theory in financial time series
resolves10.1002/asmb.2478
Vector error correction models to measure connectedness of Bitcoin exchange markets
resolves10.1287/mnsc.1100.1269
Portfolio Choice Under Cumulative Prospect Theory: An Analytical Treatment
resolves10.1111/j.1540-6261.1970.tb00518.x
EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*
resolves10.1016/j.eswa.2012.04.053
Multiobjective Evolutionary Algorithms for Portfolio Management: A comprehensive literature review
resolves10.1038/srep01665
Spread of risk across financial markets: better to invest in the peripheries
resolves10.1016/j.physa.2012.05.071
The topology of cross-border exposures: Beyond the minimal spanning tree approach
resolves10.1016/j.ejor.2011.03.030
Heuristic algorithms for the cardinality constrained efficient frontier
The 11 references without a DOI — listed, not checked
no DOI — not checkedCarney, M. (2017). The promise of fintech—Something new under the sun. In Speech at Deutsche Bundesbank G20 conference, by Bank of England Governor Mark Carney, January 25th.
no DOI — not checkedClemente, G. P., Grassi, R., & Hitaj, A. (2019). Asset allocation: New evidence through network approaches. Annals of Operations Research, 299, 1–20.
no DOI — not checkedFraha, C., & Jaekel, U. (2005). Random matrix theory and robust covariance matrix estimation for financial data. Preprint, arXiv:physics/0503007.
no DOI — not checkedFSB. (2017a). Financial stability implications from fintech: Supervisory and regulatory issues that merit authorities’ attention. June, Basel.
no DOI — not checkedFSB. (2017b). Fintech credit. Financial Stability Board Report (27 June, 2017).
no DOI — not checkedGiudici, P., Leach, P., & Pagnottoni, P. (2021). Libra or librae? basket based stablecoins to mitigate foreign exchange volatility spillovers. Finance Research Letters, 2021, 102054.
no DOI — not checkedMarchenko, V. A., & Pastur, L. A. (1967). Distribution of eigenvalues for some sets of random matrices. Matematicheskii Sbornik, 114(4), 507–536.
no DOI — not checkedMarkowitz, H. (1952). Portfolio selection. The Journal of Finance, 7(1), 77–91.
no DOI — not checkedPotters, M., Bouchaud, J.-P., & Laloux, L. (2005). Financial applications of random matrix theory: Old laces and new pieces. arXiv preprint arxiv:physics/0507111.
no DOI — not checkedShoaf, J. S., & Foster, J. A. (1996). A genetic algorithm solution to the e cient set problem: A technique for portfolio selection based on the Markowitz model. In Proceedings of the decision sciences institute annual meeting (pp. 571–573).
no DOI — not checkedZhan, H. C. J., Rea, W., & Rea, A. (2015). An application of correlation clustering to portfolio diversification. arXiv preprint arXiv:1511.07945.
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