Risk-Dependent Centrality in Economic and Financial Networks
From MaRDI portal
Publication:3295871
DOI10.1137/19M1302041zbMath1444.91218arXiv1907.07908MaRDI QIDQ3295871
Gian Paolo Clemente, Ernesto Estrada, Paolo Bartesaghi, Michele Benzi, Rosanna Grassi
Publication date: 13 July 2020
Published in: SIAM Journal on Financial Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1907.07908
Small world graphs, complex networks (graph-theoretic aspects) (05C82) Financial applications of other theories (91G80) Risk models (general) (91B05) Financial networks (including contagion, systemic risk, regulation) (91G45)
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