Cristopher Moore

Santa Fe Institute

1399 Hyde Park Road

Santa Fe, NM 87501

United States

SCHOLARLY PAPERS

1

DOWNLOADS

118

CITATIONS

0

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
Downloads 108 (194,004)

Abstract:

network models, systemic risk