Xin-Yu Guo

East China University of Science and Technology (ECUST)

Shanghai

China

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Identifying Fragility for the Stock Market: Perspective from the Portfolio Overlaps Network

Number of pages: 25 Posted: 14 Feb 2019
Li Lin and Xin-Yu Guo
East China University of Science and Technology (ECUST) and East China University of Science and Technology (ECUST)
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Abstract:

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Systemic risks, Market crash, Stock market, Portfolio overlaps, Fragility, Network theory