A Network Approach to Analyzing Hedge Fund Connectivity

GS Konstantinov, J Simonian - The Journal of Financial Data …, 2020 - pm-research.com
In this article, the authors investigate the hedge fund market as a network of interacting individual
funds. The authors identify and analyze the most important hedge fund styles that could …

Towards a dead end? EMU bond market exposure and manager performance

GS Konstantinov, FJ Fabozzi - Journal of International Money and Finance, 2021 - Elsevier
Using factor models we empirically investigate the performance of European Monetary Union
(EMU) bond managers. We find that (1) alpha is time varying, (2) bond managers exhibit …

Hedge fund networks

GS Konstantinov - The Journal of Alternative Investments, 2022 - pm-research.com
Network theory helps to resolve allocation problems and issues of systematic risk propagation
in hedge fund networks because it allows for the hedge funds to be shown as interacting …

Portfolio Volatility Spillover

GS Konstantinov, FJ Fabozzi - International Journal of Theoretical …, 2022 - World Scientific
In this paper, the authors estimate portfolio volatilities and use variance−decomposition
techniques and Cholesky factorization to construct a portfolio volatility spillover index. …

[BOOK][B] Quantitative Global Bond Portfolio Management

GS Konstantinov, FJ Fabozzi, JS Simonian - 2024 - World Scientific
Portfolio management involves the management of client funds. Clients can be institutional
investors such as pension funds, sovereign or sub-government entities, or individual clients …

Carry strategies and the US dollar risk of US and global bonds

GS Konstantinov, FJ Fabozzi - The Journal of Fixed Income, 2021 - search.proquest.com
In this article, the authors investigate the ability of currency carry strategies to mitigate the US-dollar
risk of US and global bond benchmark indices. Using the Fama-French and currency …

What Portfolio in Europe Makes Sense?

GS Konstantinov - The Journal of Portfolio Management, 2021 - jpm.pm-research.com
This article focuses on European bond and equity portfolios, and specifically the relevance
of balanced portfolios. European equity and bond markets have undergone tremendous …

Interactions and Interconnectedness Shape Financial Market Research

O Loistl, GS Konstantinov - The Journal of Financial Data Science, 2020 - pm-research.com
In this article the authors investigate two fields that might be relevant for financial data sciences.
The first issue covers the entire production chain “from orders to prices” by realistically …

Financial Networks and Portfolio Management.

GS Konstantinov, I Aldridge… - Journal of Portfolio …, 2023 - search.ebscohost.com
This article aims to provide information on how networks gauge and visualize complex
interactions and relationships between assets, factors, or other economic variables. The authors …

Practical Applications of What Portfolio in Europe Makes Sense?

GS Konstantinov - Practical Applications, 2022 - pm-research.com
In What Portfolio in Europe Makes Sense? from the July 2021 special issue on non-US
financial markets of The Journal of Portfolio Management, author Gueorgui Konstantinov (of …