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"Risk Contagion due to Overlapping Portfolios with Leverage Decision."

Ziyan Zhu, Xiaoxing Liu (2021)

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DOI: 10.1142/S0219525921500181

access: closed

type: Journal Article

metadata version: 2022-08-25

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  - https://dblp.org/rec/journals/advcs/ZhuL21
Ziyan Zhu, Xiaoxing Liu:
Risk Contagion due to Overlapping Portfolios with Leverage Decision. Adv. Complex Syst. 24(7&8): 2150018:1-2150018:29 (2021)

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