Quantification of systemic risk from overlapping portfolios in the financial system (2018)
Attributed to:
Systemic Risk Centre
funded by
ESRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.48550/arxiv.1802.00311
Publication URI: https://arxiv.org/abs/1802.00311
Type: Journal Article/Review
Parent Publication: arXiv e-prints