Develops a unified quadratic framework for ownership concentration with exact row/column decompositions, benchmark-adjusted dependence, multiscale aggregation, spectral characterizations, and dynamic bounds on fire-sale vulnerability and alpha variance.
Victor Klee and Christoph Witzgall
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A Unified Theory of Ownership Concentration, Overlap, and Dependence
Develops a unified quadratic framework for ownership concentration with exact row/column decompositions, benchmark-adjusted dependence, multiscale aggregation, spectral characterizations, and dynamic bounds on fire-sale vulnerability and alpha variance.