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The Journal of Financial Data Science

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A Network Approach to Analyzing Hedge Fund Connectivity

Gueorgui S. Konstantinov and Joseph Simonian
The Journal of Financial Data Science Summer 2020, 2 (3) 55-72; DOI: https://doi.org/10.3905/jfds.2020.1.036
Gueorgui S. Konstantinov
is a senior portfolio manager in fixed-income & currencies at LBBW Asset Management in Stuttgart, Germany
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Joseph Simonian
is the founder and CIO of Autonomous Investment Technologies LLC in Newton, MA
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The Journal of Financial Data Science: 2 (3)
The Journal of Financial Data Science
Vol. 2, Issue 3
Summer 2020
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A Network Approach to Analyzing Hedge Fund Connectivity
Gueorgui S. Konstantinov, Joseph Simonian
The Journal of Financial Data Science Jul 2020, 2 (3) 55-72; DOI: 10.3905/jfds.2020.1.036

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A Network Approach to Analyzing Hedge Fund Connectivity
Gueorgui S. Konstantinov, Joseph Simonian
The Journal of Financial Data Science Jul 2020, 2 (3) 55-72; DOI: 10.3905/jfds.2020.1.036
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  • Article
    • Abstract
    • HEDGE FUND DATA: TRANSPARENCY AND BIASES
    • CAPTURING HEDGE FUNDS’ INTERCONNECTEDNESS
    • MODEL SPECIFICATION AND HEDGE FUND CLASSIFICATION
    • INTEGRATING FACTOR ANALYISIS AND NETWORK MODELS
    • CENTRALITY AS A MEASURE OF IMPORTANCE
    • CLUSTERS, INTERCONNECTEDNESS, AND RISK FACTORS
    • PRACTICAL APPLICATIONS
    • PREDICTING RISK IN HEDGE FUND NETWORKS
    • CONCLUSION
    • ADDITIONAL READING
    • ACKNOWLEDGMENT
    • APPENDIX A
    • APPENDIX B
    • ENDNOTES
    • REFERENCES
  • Info & Metrics
  • PDF

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