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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Scholarly Papers (1)

1.

Stability Analysis of Financial Contagion Due to Overlapping Portfolios

Number of pages: 25 Posted: 16 Nov 2012
University College London - Financial Computing and Analytics Group, Department of Computer Science, Santa Fe Institute, Santa Fe Institute and Institute for New Economic Thinking
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Abstract:

network models, systemic risk