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- Published online June 23, 2020.
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© 2020 Pageant Media Ltd
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- Gueorgui S. Konstantinov
- Joseph Simonian
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A Network Approach to Analyzing Hedge Fund Connectivity
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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
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