This paper extends the classic factor-based asset pricing model by including network linkages in linear factor models …. We assume that the network linkages are exogenously provided. This extension of the model allows a better understanding … of the causes of systematic risk and shows that (i) network exposures act as an inflating factor for systematic exposure …

We explore the dynamics of default cascades in a network of credit interlinkages in which each agent is at the same … network …

We discuss a network-based methodology that models hedge fund strategies across the superordinate-subordinate dimension … fund strategies from the network perspective. Firstly, we conduct a static analysis demonstrating misbehaviors for the full … strategies. Finally, we demonstrate that numerous network-based behavioral properties of hedge funds strategies can explain …

pattern of the topological features of the portfolio overlaps network (PON) to identify fragility, with the aim of either … projected monopartite network used to characterise the mutual overlaps between funds pairs, which is induced from the bipartite … network of stocks-funds ownerships. Further, we adopt a solid statistical procedure to construct the validated PON by …