Pages that link to "Item:Q926213"
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The following pages link to Equilibrium asset pricing with systemic risk (Q926213):
Displaying 10 items.
- A two price theory of financial equilibrium with risk management implications (Q470603) (← links)
- Asset price bubbles, market liquidity, and systemic risk (Q829205) (← links)
- Equilibrium impact of value-at-risk regulation (Q956555) (← links)
- Portfolio diversification and systemic risk in interbank networks (Q1655687) (← links)
- Rollover risk and endogenous network dynamics (Q2438071) (← links)
- Asset allocation and asset pricing in the face of systemic risk: a literature overview and assessment (Q2892981) (← links)
- Market procyclicality and systemic risk (Q4554211) (← links)
- NO‐ARBITRAGE PRICING UNDER SYSTEMIC RISK: ACCOUNTING FOR CROSS‐OWNERSHIP (Q5411395) (← links)
- SYSTEMIC RISK: THE EFFECT OF MARKET CONFIDENCE (Q5854310) (← links)
- The price of independence in a model with unknown dependence (Q6173739) (← links)