Market Efficient Portfolios in a Systemic Economy (Q5080636): Difference between revisions

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+W4205292832
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+.10121
@@ Property / arXiv ID: 2003.10121 / rank @@
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+A unified approach to systemic risk measures via acceptance sets
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+Liability Concentration and Systemic Losses in Financial Networks
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+An Optimization View of Financial Systemic Risk Modeling: Network Effect and Market Liquidity Effect
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+Suffocating Fire Sales
@@ Property / cites work: Suffocating Fire Sales / rank @@
+Normal rank
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+Systemic Risk in Financial Systems
@@ Property / cites work: Systemic Risk in Financial Systems / rank @@
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+Measures of Systemic Risk
@@ Property / cites work: Measures of Systemic Risk / rank @@
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+Contagion in financial networks
@@ Property / cites work: Contagion in financial networks / rank @@
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+Manipulation and the Allocational Role of Prices
@@ Property / cites work: Manipulation and the Allocational Role of Prices / rank @@
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+The joint impact of bankruptcy costs, fire sales and cross-holdings on systemic risk in financial networks
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+Publication:5080636