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Spread of risk across financial markets: Better to invest in the peripheries

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Pozzi, Francesco; Di Matteo, Tiziana; Aste, Tomaso

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Risk is not uniformly spread across financial markets and this fact can be exploited to reduce investment risk contributing to improve global financial stability. We discuss how, by extracting the dependency structure of financial equities, a network appr

dc.contributor.authorPozzi, Francesco
dc.contributor.authorDi Matteo, Tiziana
dc.contributor.authorAste, Tomaso
dc.date.accessioned2015-12-13T22:23:01Z
dc.identifier.issn2045-2322
dc.identifier.urihttp://hdl.handle.net/1885/72561
dc.description.abstractRisk is not uniformly spread across financial markets and this fact can be exploited to reduce investment risk contributing to improve global financial stability. We discuss how, by extracting the dependency structure of financial equities, a network appr
dc.publisherNature Publishing Group
dc.sourceScientific Reports
dc.subjectKeywords: article; computer simulation; economics; financial management; investment; risk reduction; statistical model; statistics; Computer Simulation; Financing, Organized; Investments; Models, Economic; Models, Statistical; Risk Reduction Behavior
dc.titleSpread of risk across financial markets: Better to invest in the peripheries
dc.typeJournal article
local.description.notesImported from ARIES
local.identifier.citationvolume3
dc.date.issued2013
local.identifier.absfor020400 - CONDENSED MATTER PHYSICS
local.identifier.absfor080299 - Computation Theory and Mathematics not elsewhere classified
local.identifier.ariespublicationf5625xPUB3308
local.type.statusPublished Version
local.contributor.affiliationPozzi, Francesco, College of Physical and Mathematical Sciences, ANU
local.contributor.affiliationDi Matteo, Tiziana, King's College London
local.contributor.affiliationAste, Tomaso, College of Physical and Mathematical Sciences, ANU
local.description.embargo2037-12-31
local.identifier.doi10.1038/srep01665
dc.date.updated2016-02-24T09:09:15Z
local.identifier.scopusID2-s2.0-84876592840
CollectionsANU Research Publications

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