Portfolio diversification and systemic risk in interbank networks
type: Item
instance of: scholarly article
title: Portfolio diversification and systemic risk in interbank networks
zbMATH Open document ID: 1401.91598
author: Paolo Tasca
author: Stefano Battiston
author: Andrea Deghi
publication date: 2018-08-09T00:00:00Z
full work available at URL: http://hdl.handle.net/10278/3732957
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 6915643
zbMATH Keywords: naive diversification
zbMATH Keywords: leverage
zbMATH Keywords: default probability
zbMATH Keywords: financial networks
zbMATH Keywords: contagion
zbMATH Keywords: systemic risk
MaRDI profile type: Publication
OpenAlex ID: W2592424858
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DOI: 10.1016/J.JEDC.2017.01.013
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 6915643