publication . Other literature type . Preprint . Research . 2018 . Embargo end date: 01 Jan 2018

The Network of US Mutual Fund Investments: Diversification, Similarity and Fragility throughout the Global Financial Crisis

Delpini, Danilo; Battiston, Stefano; Caldarelli, Guido; Riccaboni, Massimo;
  • Published: 07 Jan 2018
  • Publisher: University of Zurich
  • Country: Switzerland
Abstract
Comment: 27 pages, 6 figures, 1 table
Subjects
free text keywords: Department of Banking and Finance, 330 Economics, Quantitative Finance - Statistical Finance, Statistics - Applications
Funded by
EC| SIMPOL
Project
SIMPOL
Financial Systems Simulation and Policy Modelling
  • Funder: European Commission (EC)
  • Project Code: 610704
  • Funding stream: FP7 | SP1 | ICT
,
EC| SoBigData
Project
SoBigData
SoBigData Research Infrastructure
  • Funder: European Commission (EC)
  • Project Code: 654024
  • Funding stream: H2020 | RIA
,
EC| DOLFINS
Project
DOLFINS
Distributed Global Financial Systems for Society
  • Funder: European Commission (EC)
  • Project Code: 640772
  • Funding stream: H2020 | RIA
,
EC| COEGSS
Project
COEGSS
Center of Excellence for Global Systems Science
  • Funder: European Commission (EC)
  • Project Code: 676547
  • Funding stream: H2020 | RIA
,
EC| MULTIPLEX
Project
MULTIPLEX
Foundational Research on MULTIlevel comPLEX networks and systems
  • Funder: European Commission (EC)
  • Project Code: 317532
  • Funding stream: FP7 | SP1 | ICT
Communities
FET FP7FET Proactive: Dynamics of Multi-Level Complex Systems (DyM-CS)
FET FP7FET Proactive: Foundational Research on MULTIlevel comPLEX networks and systems
FET H2020FET PROACT: Global Systems Science (GSS)
FET H2020FET PROACT: Distributed Global Financial Systems for Society

[1] M. Statman, Journal of Financial and Quantitative Analysis 22, 353 (1987).

[2] D. L. Domian, D. A. Louton, M. D. Racine, Studies in Economics and Finance 21, 40 (2003).

[3] D. L. Domian, D. A. Louton, M. D. Racine, The Financial Review 42, 557 (2007).

[4] M. Statman, Financial Analysts Journal 60, 44 (2004).

[5] C. Sialm, L. Starks, H. Zhang, American Economic Review 105, 432 (2015).

[6] J.-L. Hu, T.-P. Chang, R. Y. Chou, Journal of Productivity Analysis 41, 141 (2014).

[7] S. Battiston, et al., Science 351, 818 (2016).

[8] S. Battiston, G. Caldarelli, R. M. May, T. Roukny, J. E. Stiglitz, Proceedings of the National Academy of Sciences 113, 10031 (2016).

[9] D. Acemoglu, A. Ozdaglar, A. Tahbaz-Salehi, American Economic Review 105, 564 (2015).

[10] S. Battiston, M. Puliga, R. Kaushik, P. Tasca, G. Caldarelli, Scientific Reports 2, 541 (2012).

[11] S. Battiston, D. D. Gatti, M. Gallegati, B. Greenwald, J. E. Stiglitz, Journal of Financial Stability 8, 138 (2012).

[12] M. Elliott, B. Golub, M. O. Jackson, American Economic Review 104, 3115 (2014).

[13] M. Galbiati, D. Delpini, S. Battiston, Nature Physics 9, 126 (2013).

[30] A. Barrat, M. Barthe┬┤lemy, R. Pastor-Satorras, A. Vespignani, Proceedings of the National Academy of Sciences of the United States of America 101, 3747 (2004).

[31] S.-H. Yook, H. Jeong, A.-L. Barabasi, Proceedings of the National Academy of Sciences of the United States of America 99, 13382 (2002).

Powered by OpenAIRE Research Graph
Any information missing or wrong?Report an Issue