Market Risk Hedging with Crowding Networks
Proposing a method for hedging portfolio risk using network analysis of fund holdings.
Featured in No. 4 on 14 Jun 2023 · 2 days after release
- Released
- 12 Jun 2023
- First featured
- No. 4 · 14 Jun 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 68
- Identifier
- SSRN 4476724
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).