The systemic footprint: revisiting risk mitigation in long/short and 60/40 portfolios through network connectedness

Review of Derivatives Research 2026

View at publisher
Authors: Spyros Papathanasiou, Anastasios Magoutas, Drosos Koutsokostas
DOI: 10.1007/s11147-025-09226-3
Cited by: 5
References: 56

Fields of Study & Subjects

Financial Markets and Investment Strategies Market Dynamics and Volatility Complex Systems and Time Series Analysis

Publication details

Journal / source
Review of Derivatives Research
Publisher
Springer Science and Business Media LLC
Volume
29
Issue
1
Publication date
7 January 2026
Language
EN