Portfolio diversification and systemic risk in interbank networks
Year of publication: |
September 2017
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Authors: | Tasca, Paolo ; Battiston, Stefano ; Deghi, Andrea |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 82.2017, p. 96-124
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Subject: | Naive diversification | Leverage | Default probability | Financial networks | Contagion | Systemic risk | Theorie | Theory | Portfolio-Management | Portfolio selection | Systemrisiko | Unternehmensnetzwerk | Business network | Bankrisiko | Bank risk | Ansteckungseffekt | Contagion effect | Interbankenmarkt | Interbank market | Netzwerk | Network | Finanzkrise | Financial crisis |
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