TY  - BOOK
AU  - Konstantinov, Gueorgui S
AU  - Fabozzi, Frank J
TI  - Network models in finance: expanding the tools for portfolio and risk management
T2  - Frank J. Fabozzi Series
SN  - 9781394279685
U1  - 332.6 
PY  - 2025///
CY  - New Jersey
PB  - John Wiley & Sons, Inc
KW  - Financial risk management--Mathematical models
KW  - Portfolio management--Mathematical models
N1  - Table of contents:
Preface ix 

Acknowledgments xv 

About the Authors xvii 

Part One 

Chapter 1 Introduction 3 

Chapter 2 The Basic Structure of a Network 29 

Chapter 3 Network Properties 45 

Chapter 4 Network Centrality Metrics 71 

Part Two 

Chapter 5 Network Modeling 95 

Chapter 6 Foundations for Building Portfolio Networks – Link Prediction and Association Models 117 

Chapter 7 Foundations for Building Portfolio Networks – Statistical and Econometric Models 141 

Chapter 8 Building Portfolio Networks – Probabilistic Models 163 

Chapter 9 Network Processes in Asset Management 181 

Chapter 10 Portfolio Allocation With Networks 227 

Part Three 

Chapter 11 Systematic and Systemic Risk, Spillover, and Contagion 261 

Chapter 12 Networks in Risk Management 277 

References 313 

Index 327

[https://www.wiley.com/en-us/Network+Models+in+Finance%3A+Expanding+the+Tools+for+Portfolio+and+Risk+Management-p-9781394279685#tableofcontents-section]
N2  - Expansive overview of theory and practical implementation of networks in investment management

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.

With a practitioner-oriented approach, this book includes coverage of:

Practical examples of broad financial data to show the vast possibilities to visualize, describe, and investigate markets in a completely new way
Interactions, Causal relationships and optimization within a network-based framework and direct applications of networks compared to traditional methods in finance
Various types of algorithms enhanced by programming language codes that readers can implement and use for their own data
Network Models in Finance: Expanding the Tools for Portfolio and Risk Management is an essential read for asset managers and investors seeking to make use of networks in research, trading, and portfolio management.


(https://www.wiley.com/en-us/Network+Models+in+Finance%3A+Expanding+the+Tools+for+Portfolio+and+Risk+Management-p-9781394279685#description-section)
ER  -