When micro prudence increases macro risk : the destabilizung effects of financial innovation, leverage, and diversification
Fulvio Corsi, Stefano Marmi, Fabrizio Lillo
| Year of publication: |
September October 2016
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| Authors: | Corsi, Fulvio ; Marmi, Stefano ; Lillo, Fabrizio |
| Published in: |
Operations research. - Catonsville, MD : INFORMS, ISSN 0030-364X, ZDB-ID 123389-0. - Vol. 64.2016, 5, p. 1073-1088
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| Subject: | systemic risk | diversification | leverage | endogenous risk | financial innovation | Finanzprodukt | Financial product | Risiko | Risk | Risikomanagement | Risk management | Diversifikation | Diversification | Theorie | Theory | Kapitalstruktur | Capital structure | Systemrisiko | Systemic risk | Portfolio-Management | Portfolio selection | Bankrisiko | Bank risk | Finanzkrise | Financial crisis |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/opre.2015.1464 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011594641