Munik Shrestha

Santa Fe Institute

1399 Hyde Park Road

Santa Fe, NM 87501

United States

University of New Mexico

107 Humanitites Building

Albuquerque, NM 87131-1221

United States

SCHOLARLY PAPERS

1

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109

Scholarly Papers (1)

1.

Stability Analysis of Financial Contagion Due to Overlapping Portfolios

Number of pages: 25 Posted: 16 Nov 2012
Fabio Caccioli, Munik Shrestha, Munik Shrestha, Cristopher Moore and J. Doyne Farmer
University College London, University of New MexicoSanta Fe Institute, Santa Fe Institute and University of Oxford - Institute for New Economic Thinking at the Oxford Martin School
Downloads 202 (305,856)
Citation 109

Abstract:

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network models, systemic risk