Quantification of systemic risk from overlapping portfolios in the financial system
Poledna, Sebastian, MartÃnez-Jaramillo, SerafÃn, Caccioli, Fabio, Thurner, StefanJournal:
Journal of Financial Stability
DOI:
10.1016/j.jfs.2020.100808
Date:
October, 2020
File:
PDF, 938 KB
2020