Modeling Overlapped Mutual Funds’ Portfolios: A Bipartite Network Approach
This paper studies the topology of the Chilean mutual fund industry using networks methods. With the physical positions of the local equity portfolios managed during 2003.01-2017.4, we analyze their connectivity structure in both the mutual funds’ bipartite network and their one-mode projection. We...
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Main Authors: | Jaime F. Lavin, Mauricio A. Valle, Nicolás S. Magner |
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Format: | Article |
Language: | English |
Published: |
Wiley
2019-01-01
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Series: | Complexity |
Online Access: | http://dx.doi.org/10.1155/2019/1565698 |
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