Pages that link to "Item:Q2892981"
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The following pages link to Asset allocation and asset pricing in the face of systemic risk: a literature overview and assessment (Q2892981):
Displaying 5 items.
- Systemic Risk and Default Clustering for Large Financial Systems (Q4560344) (← links)
- RISK MANAGEMENT OF FINANCIAL CRISES: AN OPTIMAL INVESTMENT STRATEGY WITH MULTIVARIATE JUMP-DIFFUSION MODELS (Q4563802) (← links)
- COHERENT PORTFOLIO SEPARATION — INHERENT SYSTEMIC RISK? (Q4662053) (← links)
- Network Effects in Default Clustering for Large Systems (Q5108926) (← links)
- Default Clustering in Large Pools: Large Deviations (Q5250039) (← links)