Network Models in Finance : Expanding the Tools for Portfolio and Risk Management
Contents Preface.XX Acknowledgments.XX About the Authors.XX Chapter 1: Introduction.XX Chapter 2: The Basic Structure of a Network.XX Chapter 3: Network Properties.XX Chapter 4: Network Centrality Metrics.XX Chapter 5: Network Modeling.
XX Chapter 6: Foundations for Building Portfolio Networks - Link Prediction and Association Models.XX Chapter 7: Foundations for Building Portfolio Networks - Statistical and Econometric Models.XX Chapter 8: Building Portfolio Networks - Probabilistic Models.XX Chapter 9: Network Processes in Asset Management.XX Chapter 10: Portfolio Allocation with Networks.XX Chapter 11: Systematic and Systemic Risk, Spillover, and Contagion.XX Chapter 12: Networks in Risk Management.XX References.
XX Index.XX.