Name of Quantlet: Markowitz Portfolio

Description: Consider stocks as network, and the centrality of stocks changes over time. Construct portfolio under Markowitz framework based on network centrality and deal. with high-dimensionality.

Submitted: 18 Oct 2022

Keywords: 
- 'Network structure
- 'Markowitz portfolio
- 'Eigenvector centrality
- 'High-dimensionality estimation

Author: 
- 'Zijin Wang