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  • Search: subject:"Holding-based network"
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Subject
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Holding-based network 2 Agent-based modeling 1 Agentenbasierte Modellierung 1 Business network 1 CAPM 1 Co-holding behavior 1 Energiemarkt 1 Energy market 1 Listed energy company 1 Multi-asset pricing 1 Network 1 Netzwerk 1 Portfolio selection 1 Portfolio-Management 1 Risikoaversion 1 Risk aversion 1 Shareholding similarity coefficient 1 Structural equivalence network 1 Theorie 1 Theory 1 Two-mode network 1 Unternehmensnetzwerk 1
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Article 2
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1 Undetermined 1
Author
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An, Haizhong 1 Fang, Wei 1 Li, Huajiao 1 Wang, Wentao 1 Yan, LiLi 1 Zhang, Junhuan 1 Zhao, Shangmei 1
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Finance research letters 1 Physica A: Statistical Mechanics and its Applications 1
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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Multi-asset pricing modeling using holding-based networks in energy markets
Wang, Wentao; Zhao, Shangmei; Zhang, Junhuan - In: Finance research letters 46 (2022) 2, pp. 1-12
Persistent link: https://www.econbiz.de/10013342694
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The shareholding similarity of the shareholders of the worldwide listed energy companies based on a two-mode primitive network and a one-mode derivative holding-based network
Li, Huajiao; Fang, Wei; An, Haizhong; Yan, LiLi - In: Physica A: Statistical Mechanics and its Applications 415 (2014) C, pp. 525-532
, and the other is the derivative one-mode holding-based network based on the equivalence network theory. We calculated two …
Persistent link: https://www.econbiz.de/10010939903
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