Herding in mutual funds: A complex network approach

AM D'Arcangelis, G Rotundo - Journal of Business Research, 2021 - Elsevier
The paper investigates herding in mutual funds through a complex networks approach. The
detection of significant correlation coefficients constitutes the basis for the construction of the …

Resilience measure of network systems by node and edge indicators

C Zhang, X Xu, H Dui - Reliability Engineering & System Safety, 2020 - Elsevier
This paper explores and analyzes resilience measures in network systems from different
perspectives, which is beneficial to maintain the function of the whole networks. Few papers …

The network econometrics of financial concentration

J Sánchez García, S Cruz Rambaud - Review of Managerial Science, 2024 - Springer
The financial system is becoming more and more interconnected at an international level.
This interconnection can lead to widespread financial shocks and crises around the globe …

Clustering networked funded European research activities through rank-size laws

R Cerqueti, A Iovanella, R Mattera - Annals of Operations Research, 2023 - Springer
This paper treats a well-established public evaluation problem, which is the analysis of the
funded research projects. We specifically deal with the collection of the research actions …

A new measure of the resilience for networks of funds with applications to socially responsible investments

R Cerqueti, R Ciciretti, A Dalò, M Nicolosi - Physica A: Statistical Mechanics …, 2022 - Elsevier
This paper provides a novel resilience measure of a family of networks in terms of stability of
its community structure. To this aim, we assign to each node a probability distribution and …

Financial interbanking networks resilience under shocks propagation

R Cerqueti, M Cinelli, G Ferraro, A Iovanella - Annals of Operations …, 2023 - Springer
The concept of resilience—ie, the ability of a unified structure to absorb shocks—is of high
relevance in the context of network modelling and analysis, mainly when referred to finance …

Cliometrics of world stock markets evolving networks

C Bastidon, A Parent - Annals of Operations Research, 2024 - Springer
This article crosses two fields: financial cliometrics and networks graphs. The results
illustrate that the field of application of operations research methods on graphs is very broad …

A complex networks approach to pension funds

AM D'Arcangelis, S Levantesi, G Rotundo - Journal of Business Research, 2021 - Elsevier
In this paper, techniques proper to complex networks studies have been applied to analyze
features of the investment styles and similarities in the Italian pension funds. The analysis …

The weighted cross-shareholding complex network: a copula approach to concentration and control in financial markets

R Cerqueti, G Rotundo - Journal of Economic Interaction and Coordination, 2023 - Springer
In this work, we focus on the cross-shareholding structure in financial markets. Specifically,
we build ad hoc indices of concentration and control by employing a complex network …

A novel approach to selection of resilient measures portfolio under disruption and uncertainty: a case study of e-payment service providers

AJ Ghezelhesar, A Bozorgi-Amiri - Operational Research, 2022 - Springer
The increasing development of trade activities and the high frequency of destructive events
in the business environment have exposed organizations to various disruptions and …