Diversification and systemic risk in the banking system

DOI10.1016/j.chaos.2019.03.040zbMath1448.91319OpenAlexW2940926141WikidataQ127952751 ScholiaQ127952751MaRDI QIDQ2213645

Xiaoxing Liu, Chao Wang, Jing Ma, Jian-min He

Publication date: 2 December 2020

Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.chaos.2019.03.040

zbMATH Keywords

diversificationsystemic riskinvestment portfoliofire saleinterbank loan

Mathematics Subject Classification ID

Portfolio theory (91G10) Financial networks (including contagion, systemic risk, regulation) (91G45)

Related Items

Multilayer interbank networks and systemic risk propagation: evidence from China

Cites Work

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