Cart (Loading....) | Create Account
Close category search window
 

Investment structure characteristics of China securities investment fund based on the complex networks

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$31 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

3 Author(s)
Jinqun Zeng ; Sch. of Bus. Adm., South China Univ. of Technol., Guangzhou, China ; Jianmei Yang ; Weicong Xie

First, this paper constructs the semi-annual stock-fund bipartite networks models according to detail data of funds and stocks held by the fund from June 2000 ~ June 2009 in china. Then, some static and dynamic characteristics of stocks held by the fund centralized and decentralized are analyzed combination of network topology index. Stock Selection Fund (the top node) of the overall statistical characteristics of basic obedience stretched exponential distribution, fund holdings (bottom node) of the overall statistical characteristics of time are exponentially distributed, power law tail of the distribution of different forms of distribution. Finally, The formation mechanism of these distributions are analyzed and discussed by financial theory and formation mechanism of complex network theory.

Published in:

Information and Financial Engineering (ICIFE), 2010 2nd IEEE International Conference on

Date of Conference:

17-19 Sept. 2010

Need Help?


IEEE Advancing Technology for Humanity About IEEE Xplore | Contact | Help | Terms of Use | Nondiscrimination Policy | Site Map | Privacy & Opting Out of Cookies

A not-for-profit organization, IEEE is the world's largest professional association for the advancement of technology.
© Copyright 2014 IEEE - All rights reserved. Use of this web site signifies your agreement to the terms and conditions.