Kim, Yongwon; Song, Inwook; Park, Young Kyu - In: Journal of derivatives and quantitative studies 32 (2024) 1, pp. 36-57
Using overlapped portfolio data on public equity funds in Korea, the authors construct several types of fund-stock weighted bipartite networks and measure fund network centrality. The authors also examine the relationship between network centrality and fund investment performance. The authors'...