Ciril Metodov Trg 9
Fakulteta za poslovne vede
credit contagion, network models, systemic risk, financial crises
Portfolio analysis, Small world network, Multiperiod asset allocation, Enforcement learning, Suspiciousness, Consistency, CAPM.
evolutionary games on networks, complex adaptive systems, learning
social networks, inspection game, labor economics
structural models, banking system, interaction-based finance, network models, CDS, credit risk, evolutionary models
banking system, network model, credit contagion, stability, systemic risk, liquidity trap
structural models, interaction-based finance, social networks, credit risk, central bank, bailout, sensitivity analysis, mortgage shock
Job-search model, Wage posting, Heterogeneous agents, Numerical optimization
Job-search model, wage posting, wage dispersion, numerical optimization
approximation methods, general equilibrium model, Chebyshev polinomials
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bank capital; diversification, credit risk, financial stability, structural models, network models
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