Gueorgui S. Konstantinov and Frank J. Fabozzi (2026) The Journal of Portfolio Management 52 ( 3): 48 - 63. When Factors Collide: Mapping Causal Spillovers across Global Asset Networks | Portfolio Management Research Building on the theoretical work of Marcos López de Prado, Alexander Lipton, and Vincent Zoonekynd, who demonstrated that causal factor analysis is necessary for investment efficiency, this article develops a quantitative framework that makes causal factor investi

AI in Asset Management: Tools, Applications, and Frontiers This is a chapter on network theory and its applications in finance. The chapter summarizes the basic and advanced concepts applied to financial and portfolio networks and provides practical examples. Below we provide the R programming languagte code for the visualizations. R Code: #colnames(INDU_experimental)<- sapply(strsplit(colnames(INDU_experimental), split='X.', fixed=TRUE), function(x) (x[2])) returns_indu<-IND

Gueorgui S. Konstantinov, and Frank J. Fabozzi. 2025. Journal of Financial Data Science 7 (2): 166-183. Revolutionizing Portfolio...

Gueorgui S. Konstantinov and Frank J. Fabozzi - Network Models in Finance: Expanding the Tools for Portfolio and Risk Management, John...

How to build a DJIA Network? There are many ways, below you can see the simple code in the R programming language that helps to build a...