From: Portfolio diversification, differentiation and the robustness of holdings networks
Network | c | f | qh(0.09) | Qh,1 | Qh,2 | Qh,3 | qh(0.91) | IQRh | \(\bar {\textbf {h}}\) |
---|---|---|---|---|---|---|---|---|---|
Hor | 5.9 | 16.4 | 37.3 | 68.1 | 134.3 | 51.7 | 64.0 | ||
Hor,b | 2 | 9.0 | 27.7 | 58.0 | 112.5 | 405.9 | 84.9 | 138.5 | |
Hor,b | 10 | 10.0 | 29.0 | 60.0 | 118.0 | 442.4 | 89.0 | 155.6 | |
Hor,b | 100 | 10.0 | 29.0 | 60.0 | 118.0 | 442.4 | 89.0 | 157.2 | |
H1,b | 2 | 8.0 | 24.8 | 51.7 | 99.9 | 310.8 | 75.1 | 111.9 | |
H1,b | 10 | 9.0 | 27.5 | 56.6 | 109.7 | 377.0 | 82.2 | 134.2 | |
H1,b | 100 | 9.5 | 28.2 | 58.8 | 114.5 | 412.8 | 86.3 | 147.1 | |
H2,b | 2 | 1 | 9.1 | 27.9 | 58.0 | 113.5 | 406.1 | 85.6 | 141.1 |
H2,b | 2 | 10 | 9.1 | 28.0 | 58.3 | 114.1 | 411.4 | 86.1 | 144.1 |
H2,b | 10 | 1 | 10.0 | 29.0 | 60.0 | 117.8 | 438.0 | 88.8 | 154.7 |
H2,b | 10 | 10 | 10.0 | 29.0 | 60.0 | 117.7 | 438.5 | 88.7 | 155.5 |
H2,b | 100 | 1 | 10.0 | 29.0 | 60.0 | 118.0 | 442.2 | 89.0 | 157.2 |
H2,b | 100 | 10 | 10.0 | 29.0 | 60.0 | 118.0 | 442.4 | 89.0 | 157.3 |