| Publication | Date of Publication | Type |
|---|
Distribution of centrality measures on undirected random networks via the cavity method
Proceedings of the National Academy of Sciences of the United States of America | 2026-03-13 | Paper |
Top eigenpair statistics of diluted Wishart matrices
Journal of Physics A: Mathematical and Theoretical | 2025-09-17 | Paper |
Phase transitions in debt recycling
Journal of Economic Dynamics & Control | 2025-06-11 | Paper |
The effect of heterogeneity on financial contagion due to overlapping portfolios
Advances in Complex Systems | 2024-10-30 | Paper |
Analytic approach to variance optimization under an \(\mathcal{l}_1\) constraint
The European Physical Journal B. Condensed Matter and Complex Systems | 2023-07-26 | Paper |
Structural importance and evolution: an application to financial transaction networks
Physica A | 2022-11-11 | Paper |
Backtesting macroprudential stress tests
Journal of Economic Dynamics and Control | 2022-05-16 | Paper |
Epidemic oscillations induced by social network control
Journal of Statistical Mechanics: Theory and Experiment | 2022-02-16 | Paper |
Bias-variance trade-off in portfolio optimization under expected shortfall with $ \newcommand{\e}{{\rm e}} {\ell_2}$ regularization
Journal of Statistical Mechanics: Theory and Experiment | 2021-08-17 | Paper |
Network valuation in financial systems
Mathematical Finance | 2021-03-23 | Paper |
Replica approach to mean-variance portfolio optimization
Journal of Statistical Mechanics: Theory and Experiment | 2020-08-11 | Paper |
Replica approach to mean-variance portfolio optimization
Journal of Statistical Mechanics: Theory and Experiment | 2020-08-11 | Paper |
Analytic solution to variance optimization with no short positions
Journal of Statistical Mechanics: Theory and Experiment | 2020-08-11 | Paper |
Emergence of giant strongly connected components in continuum disk-spin percolation
Journal of Statistical Mechanics: Theory and Experiment | 2020-08-11 | Paper |
Emergence of giant strongly connected components in continuum disk-spin percolation
Journal of Statistical Mechanics: Theory and Experiment | 2020-08-11 | Paper |
Reconstructing and stress testing credit networks
Journal of Economic Dynamics and Control | 2020-01-31 | Paper |
Overlapping portfolios, contagion, and financial stability
Journal of Economic Dynamics and Control | 2018-11-15 | Paper |
Portfolio optimization under expected shortfall: contour maps of estimation error
Quantitative Finance | 2018-11-14 | Paper |
Portfolio optimization under expected shortfall: contour maps of estimation error
Quantitative Finance | 2018-11-14 | Paper |
Liquidity risk and instabilities in portfolio optimization
International Journal of Theoretical and Applied Finance | 2016-08-26 | Paper |
Eroding market stability by proliferation of financial instruments
The European Physical Journal B. Condensed Matter and Complex Systems | 2010-06-23 | Paper |
