Network Models in Finance: Expanding the Tools for Portfolio and Risk Management (Hardcover)

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