Significant research challenges must be addressed in the cleaning, transformation,
integration, modeling, and analytics of Big Data sources for finance. This article surveys the …

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 …

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 …

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 …

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 …

This article aims to provide information on how networks gauge and visualize complex
interactions and relationships between assets, factors, or other economic variables. The …

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 …

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 …

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 …

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 …