Similar Search Results

Narrow search

Optimization of systemic risk : reallocation of assets based on bank networks

Wang, Hu; Li, Shouwei - In: Journal of risk 23 (2020/2021) 3, pp. 31-56

Persistent link: https://www.econbiz.de/10012500294

Risk contagion and bank stability : the role of credit risk and liquidity risk

Ding, Lei; Zhuang, Yaming; Wang, Hu - In: The journal of risk model validation 16 (2022) 4, pp. 113-130

Persistent link: https://www.econbiz.de/10014239855

Loss distribution of interbank contagion risk

Li, Shouwei; Sui, Xin; Xu, Tao - In: Applied economics letters 22 (2015) 10/12, pp. 830-834

Persistent link: https://www.econbiz.de/10011286074

Network structure, portfolio diversification and systemic risk

Li, Shouwei; Wang, Chao - In: Journal of management science and engineering 6 (2021) 2, pp. 235-245

We investigate the effect of portfolio diversification on banking systemic risk, where the network effect is incorporated. We analyze three kinds of interbank networks, namely, random networks, small-world networks and scale-free networks. We show that the effect of portfolio diversification on...

Persistent link: https://www.econbiz.de/10013206274

Robust return efficiency and herding behavior of fund managers

Lu, Shuai; Li, Shouwei; Chen, Ning - In: Finance research letters 46 (2022) 1, pp. 1-12

Persistent link: https://www.econbiz.de/10013341311