Università degli Studi di Macerata
in Total Papers Citations
agent-based macroeconomics, business cycle, crisis, unemployment, leverage
Systemic risk, Systemically Important Financial Institution, Financial Crisis, Financial regulation, Capital requirements
Efficient Portfolio Frontiers, Risk Management, Tracking Error Volatility (TEV), Value-at-Risk (VaR)
Active Portfolio Management, Risk Management, Benchmarking, Tracking Error, Value-at-Risk, Mean-Variance Dominance.
agent-based model, business cycle, inequality, crisis
expected punishment, illegal behavior, utility function
behavioural finance, experiment, choice under uncertainty, moments of return distribution, utility function
financial systemic risk, Systemically Important Financial Institutions (SIFIs), multi-layered network, fire sales, simulations
BRRD, bail-in, stock market volatility
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risk management, active portfolio management, benchmarking, tracking error, value-at-risk (VaR), mean–variance dominance
Monetary Policy, Large Crises, Agent Based Model, Financial Accelerator, Zero Lower Bound
agent based models, credit networks, financial fragility, metamodel, calibration
Agent-based modeling, stock market, leverage, network, volatility, financial accelerator, monetary policy
agent-based macroeconomics, business cycle, leverage, payout policy, financialisation, crisis
financial regulation, agent-based macroeconomics, business cycle, crisis, unemployment, leverage
network, bankruptcy cascades, calibration, leverage
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