000			03522nam a2200229 4500
005			20250623151012.0
008			250623b |||||||| |||| 00| 0 eng d
020			_a9781394279685
082			_a332.6 _bKON
100			_aKonstantinov, Gueorgui S _923596
245			_aNetwork models in finance : _bexpanding the tools for portfolio and risk management
260			_bJohn Wiley & Sons, Inc _aNew Jersey _c2025
300			_axvii, 340 p.
365			_aUSD _b94.95
490			_aFrank J. Fabozzi Series
500			_aTable 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]
520			_aExpansive 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)
650			_aFinancial risk management--Mathematical models _924615
650			_aPortfolio management--Mathematical models _96007
700			_aFabozzi, Frank J
942			_cBK _2ddc
999			_c9999 _d9999