Risk diversification : a study of persistence with a filtered correlation-network approach
Nicoló Musmeci, Tomaso Aste and T. Di Matteo
| Year of publication: |
2015
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|---|---|
| Authors: | Musmeci, Nicoló ; Aste, Tomaso ; Di Matteo, Tiziana |
| Published in: |
The journal of network theory in finance. - London : Infopro Digital, ISSN 2055-7795, ZDB-ID 2835731-0. - Vol. 1.2015, 1, p. 77-98
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| Subject: | econophysics | correlation-based filtered networks | information filtering networks | systemic risk | risk diversification | community tracking | Portfolio-Management | Portfolio selection | Systemrisiko | Systemic risk | Risikomanagement | Risk management | Theorie | Theory | Risiko | Risk | Ökonophysik | Econophysics | Zeitreihenanalyse | Time series analysis | Risikomaß | Risk measure | Soziales Netzwerk | Social network |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011374578