<p>Relation between mean trading similarity and mean portfolio similarity for the investors of the ten largest groups obtained in the analysis of the similarity network. The large and diverse first cluster neither score high on portfolio similarity nor trading similarity, while group four seems to have most homogeneous investors, both when considering portfolio similarity and trading similarity. The portfolio similarity values are all greater than 0.5, since the groups are created with portfolio similarity as a condition.</p
<p>Example of similarity network reduction from single investor level to portfolio level. (A) Networ...
Similarity between a firm and a potential peer firm with respect to important economic characteristi...
We discuss a weighted estimation of correlation and covariance matrices from historical financial da...
<p>Distributions of investor portfolio similarity and trading similarity for groups consisting of 1,...
<p><i>Investors</i> shows the number of investors in the group. <i>Mean stocks</i> reports the mean ...
Although the understanding of and motivation behind individual trading behavior is an important puzz...
Although the understanding of and motivation behind individual trading behavior is an important puzz...
Accurate identification of similar companies is invaluable to the financial and investing communitie...
International audienceThe purpose of this study is to investigate how investor-advisor similarities ...
Diversified portfolios are a key component of modern portfolio theory, based on the idea of choosing...
Median of the similarity s (A) and systemic damage after T = 4 periods (B). The similarity across po...
We investigate the hypothesis that the same investors trade differently in different financial marke...
Complementary cumulative distribution functions of the similarity for a snapshot of the real network...
AbstractIt is risky to invest to single or similar mutual funds because the variance of the return b...
<p>The similarity in the VAP D1 group was lower than that in the VAP D3 and D5 groups; #, <i>P</i><0...
<p>Example of similarity network reduction from single investor level to portfolio level. (A) Networ...
Similarity between a firm and a potential peer firm with respect to important economic characteristi...
We discuss a weighted estimation of correlation and covariance matrices from historical financial da...
<p>Distributions of investor portfolio similarity and trading similarity for groups consisting of 1,...
<p><i>Investors</i> shows the number of investors in the group. <i>Mean stocks</i> reports the mean ...
Although the understanding of and motivation behind individual trading behavior is an important puzz...
Although the understanding of and motivation behind individual trading behavior is an important puzz...
Accurate identification of similar companies is invaluable to the financial and investing communitie...
International audienceThe purpose of this study is to investigate how investor-advisor similarities ...
Diversified portfolios are a key component of modern portfolio theory, based on the idea of choosing...
Median of the similarity s (A) and systemic damage after T = 4 periods (B). The similarity across po...
We investigate the hypothesis that the same investors trade differently in different financial marke...
Complementary cumulative distribution functions of the similarity for a snapshot of the real network...
AbstractIt is risky to invest to single or similar mutual funds because the variance of the return b...
<p>The similarity in the VAP D1 group was lower than that in the VAP D3 and D5 groups; #, <i>P</i><0...
<p>Example of similarity network reduction from single investor level to portfolio level. (A) Networ...
Similarity between a firm and a potential peer firm with respect to important economic characteristi...
We discuss a weighted estimation of correlation and covariance matrices from historical financial da...