Cristopher Moore

Santa Fe Institute

1399 Hyde Park Road

Santa Fe, NM 87501

United States

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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 University of Oxford - Institute for New Economic Thinking at the Oxford Martin School
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Abstract:

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network models, systemic risk