Financial Networks and Portfolio Management
介绍网络如何衡量和可视化资产、因素等经济变量之间的复杂互动关系，展示网络在投资组合和风险管理中的用途，并解释网络的重要属性和度量指标。
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 show that networks are helpful in portfolio and risk management and explain the important properties and metrics that describe networks and show examples of network applications. They discuss how the different types of networks—information, technological, social, and biological—have common properties that find their justification in finance and can be used in portfolio and risk management. Understanding the building elements of graphs and appropriate metrics provides valuable tools for researchers to deal with interacting risk entities. The article highlights and provides examples of how networks can be among the most complex graphs, and their use in portfolio management is bright and promising.