Author: 'Zijin Wang'
Keywords: 'Network risk', 'Portfolio risk decomposition', 'Dantzig-type estimator', 'Portfolio optimization', 'High dimensions', 'Network portfolio'Software: R
Require: igraph
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For igraph, refer to https://igraph.org/python/doc/tutorial/tutorial.html#saving-plots
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For error "plotting not available", refer to https://stackoverflow.com/questions/43378698/pythonigrph-typeerror-plotting-not-available