Mitic, Peter;
(2017)
Reputation risk contagion.
The Journal of Network Theory in Finance
, 3
(1)
10.21314/jntf.2017.024.
Preview |
Text
Reputation_risk_contagion.pdf Download (936kB) | Preview |
Abstract
The effects of the reputation of any single member of a group of agents on all the others in the group are calculated by modeling the spread of reputation contagion in a DeGroot network. The reputation of individual agents is measured by compiling a reputation index for each agent over an extended period. Transition probabilities within the network are assessed by considering extreme reputational events using a Bayesian approach. The results indicate that consensus is reached quickly, and influential agents can be easily identified. Agents in the network with a very positive reputation serve to mitigate the negative reputation of other agents in the network. Approximately 10–15% of the reputation of any agent in the network is attributable to network effects; positive reputations are deflated and negative reputations are inflated. The network effect on the sales of any single agent can be estimated once the reputation score has been translated to sales
| Type: | Article |
|---|---|
| Title: | Reputation risk contagion |
| Open access status: | An open access version is available from UCL Discovery |
| DOI: | 10.21314/jntf.2017.024 |
| Publisher version: | http://doi.org/10.21314/JNTF.2017.024 |
| Language: | English |
| Additional information: | his version is the version of record. For information on re-use, please refer to the publisher’s terms and conditions. |
| Keywords: | Correlation, Reputational risk, Original research |
| UCL classification: | UCL UCL > Provost and Vice Provost Offices > UCL BEAMS UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Engineering Science UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Engineering Science > Dept of Computer Science |
| URI: | https://discovery.ucl.ac.uk/id/eprint/10163505 |
Loading...
Loading...Loading...Loading...Archive Staff Only
 |
View Item |
