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Spread of risk across financial markets: better to invest in the peripheries

Risk is not uniformly spread across financial markets and this fact can be exploited to reduce investment risk contributing to improve global financial stability. We discuss how, by extracting the dependency structure of financial equities, a network approach can be used to build a well-diversified...

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Detalles Bibliográficos
Autores principales: Pozzi, F., Di Matteo, T., Aste, T.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Nature Publishing Group 2013
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3627193/
https://www.ncbi.nlm.nih.gov/pubmed/23588852
http://dx.doi.org/10.1038/srep01665