Complexity and financial stability in a large random economy

DOI10.1080/14697688.2013.765061zbMath1402.91159OpenAlexW3121324112MaRDI QIDQ5245920

Matteo Marsili

Publication date: 16 April 2015

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697688.2013.765061

zbMATH Keywords

statistical mechanicssystemic riskfinancial stabilitycomplexity in financeequilibrium asset-pricing models

Mathematics Subject Classification ID

Related Items (2)

Statistical mechanics of complex economies ⋮ Good speciation and endogenous business cycles in a constraint satisfaction macroeconomic model

Cites Work

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