Network Models in Finance
Network Models in Finance: Expanding the Tools for Portfolio and Risk Management
English | 2025 | ISBN: 139427968X | 480 Pages | PDF | 14 MB
English | 2025 | ISBN: 139427968X | 480 Pages | PDF | 14 MB
Guided by graph theory, Network Models in Finance: Expanding the Tools for Portfolio and Risk Management provides a comprehensive overview of networks in investment management, delivering strong knowledge of various types of networks, important characteristics, estimation, and their implementation in portfolio and risk management. With insights into the complexities of financial markets with respect to how individual entities interact within the financial system, this book enables readers to construct diversified portfolios by understanding the link between price/return movements of different asset classes and factors, perform better risk management through understanding systematic, systemic risk and counterparty risk, and monitor changes in the financial system that indicate a potential financial crisis.