Quantifying the impact of leveraging and diversification on systemic risk
Paolo Tasca; Pavlin Mavrodiev; Frank Schweitzer
| Year of publication: |
2014
|
|---|---|
| Authors: | Tasca, Paolo ; Mavrodiev, Pavlin ; Schweitzer, Frank |
| Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2222049-5. - Vol. 15.2014, p. 43-52
|
| Subject: | Systemic risk | Leverage | Diversification | Systemrisiko | Diversifikation | Kapitalstruktur | Capital structure | Finanzkrise | Financial crisis | Portfolio-Management | Portfolio selection | Welt | World | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011306485