Sector Neutral Portfolios: Long Memory Motifs Persistence in Market Structure Dynamics

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Authors: Jeremy D. Turiel, Tomaso Aste

Journal title: Complex Networks and Their Applications VIII - Volume 2 Proceedings of the Eighth International Conference on Complex Networks and Their Applications COMPLEX NETWORKS 2019

Journal number: 882

Journal publisher: Springer International Publishing

Published year: 2020

Published pages: 573-585

DOI identifier: 10.1007/978-3-030-36683-4_46

ISBN: 978-3-030-36682-7