A complex networks approach to pension funds
In this paper, techniques proper to complex networks studies have been applied to analyze features of the investment styles and similarities in the Italian pension funds. The analysis has been developed through interdisciplinary approaches. First, we look at the node degree distributions; next, we consider the centrality measures, like betweenness and closeness. Results indicate that the network of funds is dense and assortative, with short path lengths. Moreover, through community detection algorithms, it is found that many funds show similar features.