109 citations · 330 across the 21 of their papers we have counts for
Showing 2018Show all
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q-fin.PM2018★ 46 cited
Asset allocation: new evidence through network approaches
Gian Paolo Clemente, Rosanna Grassi, Asmerilda Hitaj
The main contribution of the paper is to employ the financial market network as a useful tool to improve the portfolio selection process, where nodes indicate securities and edges…
physics.soc-ph2018★ 30 cited
Systemic risk assessment through high order clustering coefficient
Roy Cerqueti, Gian Paolo Clemente, Rosanna Grassi
In this article we propose a novel measure of systemic risk in the context of financial networks. To this aim, we provide a definition of systemic risk which is based on the struct…