Narrow search
Showing 1 - 4 of 4
Cover Image
Quantification of systemic risk from overlapping portfolios in the financial system
Poledna, Sebastian; Martínez-Jaramillo, Serafín; … - In: Journal of financial stability 52 (2021), pp. 1-9
Persistent link: https://www.econbiz.de/10012745454
Cover Image
Systemic risk-efficient asset allocations : Minimization of systemic risk as a network optimization problem
Pichler, Anton; Poledna, Sebastian; Thurner, Stefan - In: Journal of financial stability 52 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10012745456
Cover Image
Estimating the impact of supply chain network contagion on financial stability
Tabachová, Zlata; Diem, Christian; Borsos, András; … - In: Journal of financial stability 75 (2024), pp. 1-27
Persistent link: https://www.econbiz.de/10015177192
Cover Image
What is the minimal systemic risk in financial exposure networks?
Diem, Christian; Pichler, Anton; Thurner, Stefan - In: Journal of economic dynamics & control 116 (2020), pp. 1-28
Persistent link: https://www.econbiz.de/10012503232