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PoCoTe

Merging Complex Financial Interactions with Portfolio Construction Techniques

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- Causality Measures
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- Simulated Series
- Real Asset Portfolios

Left-skewed portolio with higher cap stocks

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Acknowledgements

This project has received funding from the Hellenic Foundation for Research and Innovation (HFRI) and the General Secretariat for Research and Technology (GSRT), under grant agreement No 794.

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Home
Workplan & Objectives
Team Members
Research Activities
Methodologies
- Causality Measures
- Network Measures
Networks
- Simulated Series
- Real Asset Portfolios

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