smq/directoryAn evolving quant resource archive
Paper / 2017SMQ / 206941706424339
The effect of heterogeneity on financial contagion due to overlapping portfolios
contagion / financial networksResource overview

The effect of heterogeneity on financial contagion due to overlapping portfolios

Paper2017

by Banwo, Opeoluwa, Caccioli, Fabio, Harrald, Paul, Medda, Francesca

Tags
contagionfinancial networksfinancial stabilitysystemic risk

Continue on SelfMadeQuant

Understand this paper

Suggested foundations for risk measurement and stress. Specialist prerequisites vary by paper.

Before you read

Go further

Explore a related reading path

Keep exploring