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Table 1 Numerical errors affecting the relevant quantities in the balanced and random scenarios

From: Portfolio diversification, differentiation and the robustness of holdings networks

Network c f hincr Ediff Merr(USD) perr(USD) herr
Hor,b 2   1.13 0 0 4.6·10−4  
Hor,b 10   1.34 0 4.9·10−4 6.8·10−4  
Hor,b 100   1.36 0 4.9·10−4 6.4·10−4  
H1 2    0.83 4.9·10−4 6.1·10−5 7.3·10−15
H1 10    0.86 0 1.5·10−4 1.1·10−14
H1 100    0.89 0 1.5·10−4 7.5·10−15
H1,b 2   0.72 0.83 0 2.1·10−4  
H1,b 10   1.05 0.86 0 4.3·10−4  
H1,b 100   1.22 0.89 4.9 ·10−4 6.3·10−4  
H2 2 1   0.68 0 1.1·10−4 7.9·10−15
H2 2 10   0.74 0 1.2·10−4 7.2·10−15
H2,b 2 1 1.15 0.68 0 5.0·10−4  
H2,b 2 10 1.18 0.74 4.9·10−4 3.3·10−4  
H2 10 1   0.69 0 7.6·10−5 7.5·10−15
H2 10 10   0.74 0 4.6·10−5 9.4·10−15
H2,b 10 1 1.33 0.69 0 7.9·10−4  
H2,b 10 10 1.34 0.74 0 6.6·10−4  
H2 100 1   0.69 0 1.5·10−4 8.0·10−15
H2 100 10   0.74 4.9·10−4 1.2·10−4 1.1·10−14
H2,b 100 1 1.36 0.69 0 1.0·10−3  
H2,b 100 10 1.36 0.74 0 6.2·10−4