Quantification of systemic risk from overlapping portfolios in the financial system
dc.contributor.advisor | ||
dc.contributor.author | Poledna, Sebastian | |
dc.contributor.author | Martínez-Jaramillo, Serafín | |
dc.contributor.author | Caccioli, Fabio | |
dc.contributor.author | Thurner, Stefan | |
dc.date.accessioned | 2024-07-04T06:32:12Z | |
dc.date.available | 2024-07-04T06:32:12Z | |
dc.date.issued | 2021 | |
dc.identifier.issn | 1572-3089 | |
dc.identifier.uri | https://thuvienso.hoasen.edu.vn/handle/123456789/15401 | |
dc.language.iso | en_US | vi |
dc.publisher | Elsevier | vi |
dc.title | Quantification of systemic risk from overlapping portfolios in the financial system | vi |
dc.type | Article | vi |
Files in this item
This item appears in the following Collection(s)
-
Tài chính Ngân hàng [277]