The following pages link to Fabio Caccioli (Q1623979):
Displaying 16 items.
- (Q977759) (redirect page) (← links)
- Eroding market stability by proliferation of financial instruments (Q977761) (← links)
- Overlapping portfolios, contagion, and financial stability (Q1623981) (← links)
- Structural importance and evolution: an application to financial transaction networks (Q2096775) (← links)
- Backtesting macroprudential stress tests (Q2136941) (← links)
- Reconstructing and stress testing credit networks (Q2291807) (← links)
- LIQUIDITY RISK AND INSTABILITIES IN PORTFOLIO OPTIMIZATION (Q2816955) (← links)
- Replica approach to mean-variance portfolio optimization (Q3302503) (← links)
- Emergence of giant strongly connected components in continuum disk-spin percolation (Q3302657) (← links)
- Analytic solution to variance optimization with no short positions (Q3302932) (← links)
- Portfolio optimization under Expected Shortfall: contour maps of estimation error (Q4554495) (← links)
- Bias-variance trade-off in portfolio optimization under expected shortfall with $ \newcommand{\e}{{\rm e}} {\ell_2}$ regularization (Q5006871) (← links)
- Epidemic oscillations induced by social network control (Q5032065) (← links)
- Network valuation in financial systems (Q5855954) (← links)
- Analytic approach to variance optimization under an \(\mathcal{l}_1\) constraint (Q6108639) (← links)
- The effect of heterogeneity on financial contagion due to overlapping portfolios (Q6630250) (← links)
