Quantification of systemic risk from overlapping portfolios...

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Quantification of systemic risk from overlapping portfolios in the financial system

Poledna, Sebastian, Martínez-Jaramillo, Serafín, Caccioli, Fabio, Thurner, Stefan
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Journal:
Journal of Financial Stability
DOI:
10.1016/j.jfs.2020.100808
Date:
October, 2020
File:
PDF, 938 KB
2020
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