Peer effects in professional analysts’ choice of their portfolio of companies

DOI10.1080/14697688.2022.2119881zbMath1505.91347OpenAlexW4297231525MaRDI QIDQ5051986

Lutz Honvehlmann, Victor Fang, Thomas C. H. Lux

Publication date: 18 November 2022

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697688.2022.2119881

zbMATH Keywords

networkspeer effectsfinancial analystsactor-based model

Mathematics Subject Classification ID

Portfolio theory (91G10)

Uses Software

• RSiena

Cites Work

• Maximum likelihood estimation for social network dynamics
• Small worlds among interlocking directors: network structure and distance in bipartite graphs
• Bayesian inference for dynamic social network data
• Stochastic actor‐oriented models for network change
• A multilevel network study of the effects of delinquent behavior on friendship evolution

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