Research challenges in financial data modeling and analysis
Significant research challenges must be addressed in the cleaning, transformation,
integration, modeling, and analytics of Big Data sources for finance. This article surveys the …
integration, modeling, and analytics of Big Data sources for finance. This article surveys the …
Networks and systemic risk in the financial system
P Gai, S Kapadia - Oxford Review of Economic Policy, 2019 - academic.oup.com
The complex web of exposures and interlinkages across the financial system highlights the
relevance of network analysis in understanding systemic risk and guiding the design of …
relevance of network analysis in understanding systemic risk and guiding the design of …
DebtRank and the network of leverage
The interconnectedness of the financial system is one of the main factors contributing to
systemic risk. The financial crisis has shown how the network of intrafinancial exposures …
systemic risk. The financial crisis has shown how the network of intrafinancial exposures …
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 …
propagation in hedge fund networks because it allows for the hedge funds to be shown as …
From risk factors to networks: A case study on interconnectedness using currency funds
G Konstantinov, J Rebmann - The Journal of Financial Data …, 2019 - pm-research.com
In this article, the authors introduce a combined approach for investigating currency funds by
using methods from network science and risk factor analysis. They document a positive …
using methods from network science and risk factor analysis. They document a positive …
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 …
interactions and relationships between assets, factors, or other economic variables. The …
Asset bubbles and market crises
JH Norman, SR Thiagarajan - The Journal of Investing, 2009 - joi.pm-research.com
Asset bubbles—characterized by investment booms, euphoria, and then panic—have been
a feature of the financial landscape for centuries. They have become more frequent in recent …
a feature of the financial landscape for centuries. They have become more frequent in recent …
The Life Cycle of Systemic Risk and Crises
We present a life cycle view of systemic risk and crises that incorporates and synthesizes a
number of views and organizes the theoretical and empirical research evidence in a clear …
number of views and organizes the theoretical and empirical research evidence in a clear …
The life cycle of systemic risk
We present a life cycle view of how systemic risks build during a boom, are realized during
the following crisis, and are addressed in the aftermath. We also offer potential explanations …
the following crisis, and are addressed in the aftermath. We also offer potential explanations …
Connections and Context in Finance Research
J Harford - Asia‐Pacific Journal of Financial Studies, 2018 - Wiley Online Library
In this paper, I discuss my view of how research in corporate finance has, over time, added
more context to our study of corporate activities. This has involved progressively moving …
more context to our study of corporate activities. This has involved progressively moving …