out-of-sample forecast of portfolio returns and network centrality-based trading strategies seem to outperform market …This paper contributes to model the industry interconnecting structure in a network context. General predictive model … interdependency networks. Empirical results show a denser network with heterogeneous central industries in tail cases. Network …

payoffs depend on the social distance between them. We characterize the clustering coefficient and average path length in … distributions, positive assortativity of degrees, and clustering-degree correlation. …