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Table 3 Summary statistics of the portfolio similarity in the real network and its counterparts in the random and balanced allocation scenarios

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

Network c f Qs,2 Qs,3 qs(0.91) IQRs \(\bar {\textbf {s}}\)
Hor    0 4.0·10−2 2.3·10−1 4.0·10−2 5.9·10−2
Hor,b 2   0 6.5·10−2 1.9·10−1 6.5·10−2 5.2·10−2
Hor,b 10   0 6.2·10−2 1.8·10−1 6.2·10−2 5.0·10−2
Hor,b 100   0 6.2·10−2 1.8·10−1 6.2·10−2 5.0·10−2
H1,b 2   1.2·10−2 3.7·10−2 6.4·10−2 3.7·10−2 2.3·10−2
H1,b 10   3.9·10−3 2.8·10−2 4.9·10−2 2.8·10−2 1.7·10−2
H1,b 100   0 2.2·10−2 3.9·10−2 2.2·10−2 1.3·10−2
H1 2   3.2·10−3 2.0·10−2 4.3·10−2 2.0·10−2 1.3·10−2
H1 10   3.4·10−4 1.2·10−2 3.0·10−2 1.2·10−2 9.0·10−3
H1 100   0 7.9·10−3 2.3·10−2 7.9·10−3 6.5·10−3
H2,b 2 1 4.5·10−2 8.1·10−2 1.2·10−1 8.1·10−2 5.4·10−2
H2,b 2 10 4.6·10−2 8.1·10−2 1.2·10−1 8.1·10−2 5.4·10−2
H2,b 10 1 4.2·10−2 7.5·10−2 1.2·10−1 7.5·10−2 5.1·10−2
H2,b 10 10 4.2·10−2 7.5·10−2 1.2·10−1 7.5·10−2 5.1·10−2
H2,b 100 1 4.1·10−2 7.4·10−2 1.1·10−1 7.4·10−2 5.0·10−2
H2,b 100 10 4.1·10−2 7.4·10−2 1.1·10−1 7.4·10−2 5.0·10−2
H2 2 1 2.0·10−2 5.0·10−2 8.8·10−2 5.0·10−2 3.4·10−2
H2 2 10 1.8·10−2 4.4·10−2 7.6·10−2 4.4·10−2 2.8·10−2
H2 10 1 1.8·10−2 4.7·10−2 8.2·10−2 4.7·10−2 3.1·10−2
H2 10 10 1.6·10−2 4.0·10−2 7.0·10−2 4.0·10−2 2.6·10−2
H2 100 1 1.8·10−2 4.6·10−2 8.0·10−2 4.6·10−2 3.0·10−2
H2 100 10 1.6·10−2 4.0·10−2 6.9·10−2 4.0·10−2 2.5·10−2