Interconnectedness risk and active portfolio management
Year of publication: |
March 2017
|
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Authors: | Baitinger, Eduard ; Papenbrock, Jochen |
Published in: |
The journal of investment strategies. - London : Infopro Digital, ISSN 2047-1238, ZDB-ID 2889641-5. - Vol. 6.2017, 2, p. 63-90
|
Subject: | correlation networks | interconnectedness risk | contagion risk | minimum spanning trees | centrality | portfolio optimization | Theorie | Theory | Portfolio-Management | Portfolio selection | Finanzdienstleistung | Financial services | Risiko | Risk | Ansteckungseffekt | Contagion effect | Risikomanagement | Risk management |
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