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No. 2018-11 - Systemic-risk-efficient asset allocation: Minimization of systemic risk as a network optimization problem

Name: The Institute for New Economic Thinking at the Oxford Martin School
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12 Mar 18

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Pichler, A., Poledna, S. and Thurner, S. (2018). "Systemic-risk-efficient asset allocation: Minimization of systemic risk as a network optimization problem". INET Oxford Working Paper No. 2018-11.

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No. 2018-11 - Systemic-risk-efficient asset allocation: Minimization of systemic risk as a network optimization problem

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