A new measure of the resilience for networks of funds with applications to socially responsible investments

DOI10.1016/J.PHYSA.2022.126976MaRDI QIDQ2669424zbMATH OpenOpenAlexFDO

Authors Roy Cerqueti, Rocco Ciciretti, Ambrogio Dalò, Marco Nicolosi

Publication date 9 March 2022

Published in Physica A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.physa.2022.126976

zbMATH Keywords

community structurecomplex networksESG criteriainvestment fundsresiliencesocially responsible investments

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Cites work

• Better to stay apart: asset commonality, bipartite network centrality, and investment strategies
• Community detection in networks via a spectral heuristic based on the clustering coefficient
• Complex social networks.
• Detecting overlapping communities in networks using the maximal sub-graph and the clustering coefficient
• Financial flow of funds networks
• Statistical mechanics of complex networks
• TENET: tail-event driven network risk
• The interconnectedness of the economic content in the speeches of the US presidents
• The Structure and Function of Complex Networks

Cited in

(2)

• Financial networks with socially responsible investing
• Corporate ESG performance and systemic risk: a network perspective

This page was built for publication: A new measure of the resilience for networks of funds with applications to socially responsible investments

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2669424)