A motif-based decomposition of quantile risk networks shows that local triadic topology and orbit-position diversity carry portfolio-relevant information missed by aggregate connectedness, with motif-based portfolios outperforming benchmarks and positional diversity marking tail transmitters.
Journal of Economic Interaction and Coordination 5, 171–180
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A Motif-Based Framework for Decomposing Risk Spillovers
A motif-based decomposition of quantile risk networks shows that local triadic topology and orbit-position diversity carry portfolio-relevant information missed by aggregate connectedness, with motif-based portfolios outperforming benchmarks and positional diversity marking tail transmitters.