Portfolio diversification and systemic risk in interbank networks (Q1655687): Difference between revisions

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+Liaisons dangereuses: increasing connectivity, risk sharing, and systemic risk
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+Q5560061
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+Note—Naive Diversification and Portfolio Risk—A Note
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+More hedging instruments may destabilize markets
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+Equilibrium asset pricing with systemic risk
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+Systemic Risk in Financial Systems
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+Risk Assessment for Banking Systems
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+Handbook of stochastic methods for physics, chemistry and the natural sciences.
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+Contagion of self-fulfilling financial crises due to diversification of investment portfolios
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+The 1/<i>n</i> Pension Investment Puzzle
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+Dependence structure of risk factors and diversification effects
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