Systemic risk of optioned portfolio: controllability and optimization (Q6094474)
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scientific article; zbMATH DE number 7737411
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| English | Systemic risk of optioned portfolio: controllability and optimization |
scientific article; zbMATH DE number 7737411 |
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Systemic risk of optioned portfolio: controllability and optimization (English)
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14 September 2023
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systemic risk
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contagion effect
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seesaw effect
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optioned asset
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controllability
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0.8052785992622375
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0.762657880783081
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0.7369324564933777
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0.7282657027244568
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0.725680947303772
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