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Information sharing within the networks of delegated portfolio managers : evidence from plan sponsors and their subadvisers
Ding, Ning; Parwada, Jerry T.; Shen, Jianfeng - In: The journal of behavioral finance : a publication of … 18 (2017) 1, pp. 99-113
Persistent link: https://www.econbiz.de/10012008619
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A network approach to portfolio selection
Peralta, Gustavo; Zareei, Abalfazl - In: Journal of empirical finance 38 (2016), pp. 157-180
Persistent link: https://www.econbiz.de/10011663236
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Network origins of portfolio risk
Zareei, Abalfazl - In: Journal of banking & finance 109 (2019), pp. 1-29
Persistent link: https://www.econbiz.de/10012224980
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Endogenous bank networks and contagion
He, Jieshuang - 2016
Persistent link: https://www.econbiz.de/10011688337
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Portfolio diversification and systemic risk in interbank networks
Tasca, Paolo; Battiston, Stefano; Deghi, Andrea - In: Journal of economic dynamics & control 82 (2017), pp. 96-124
Persistent link: https://www.econbiz.de/10011915509
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Portfolio homogeneity and systemic risk of financial networks
Huang, Yajing; Liu, Taoxiong; Lien, Da-hsiang Donald - In: Journal of empirical finance 70 (2023), pp. 248-275
Persistent link: https://www.econbiz.de/10014423701
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Using a hedging network to minimize portfolio risk
Mayoral, Silvia; Moreno, David; Zareei, Abalfazl - In: Finance research letters 44 (2022), pp. 1-6
Persistent link: https://www.econbiz.de/10014494757
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Optimization of systemic risk : reallocation of assets based on bank networks
Wang, Hu; Li, Shouwei - In: Journal of risk 23 (2020/2021) 3, pp. 31-56
Persistent link: https://www.econbiz.de/10012500294
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Financial contagion in inter-bank networks with overlapping portfolios
Shen, Peilong; Li, Zhinan - In: Journal of economic interaction and coordination 15 (2020) 4, pp. 845-865
Persistent link: https://www.econbiz.de/10012296988
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The Topology of Overlapping Portfolio Networks
Guo, Weilong - 2018
This paper analyzes the topology of the network of common asset holdings, where nodes represent managed portfolios and … links, where weak links are those that lead to significant liquidations. We explore the applications of this network … factors. The network of weak links has a scale free structure, similar to financial networks of balance sheet exposures …
Persistent link: https://www.econbiz.de/10012937205