Guo, Weilong; Minca, Andreea; Wang, Li - In: Statistics & Risk Modeling 33 (2016) 3-4, pp. 139-155
Abstract This paper analyzes the topology of the network of common asset holdings, where nodes represent managed portfolios and edge weights capture the impact of liquidations. Asset holdings data is extracted from the 13F filings. We consider the degree centrality as the degree in the...