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 |