When does portfolio compression reduce systemic risk? (2022)
Attributed to:
Systemic Risk Centre
funded by
ESRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1111/mafi.12346
Publication URI: http://dx.doi.org/10.1111/mafi.12346
Type: Journal Article/Review
Parent Publication: Mathematical Finance
Issue: 3