Keywords: Network analysis
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Journal Articles
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2024) 32 (1): 36–57.
Published: 25 January 2024
.... The authors' paper shows that network analysis could be a new way to identify funds with better performance and measure the skill and information advantage to construct an optimal portfolio. We build various networks based on fund portfolio data and examine the relationship between the fund position...
Includes: Supplementary data
Journal Articles
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2023) 31 (3): 174–196.
Published: 14 June 2023
...-commercial purposes), subject to full attribution to the original publication and authors. The full terms of this licence maybe seen at http://creativecommons.org/licences/by/4.0/legalcode Systemic risk Network analysis Korean economy G11 G14 G23 Our goal in this study is to propose...

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