Remarks on risk measurement and systemic risk
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Cited by:
- William C. Hunter & David A. Marshall, 1999. "Thoughts on financial derivatives, systematic risk, and central banking: a review of some recent developments," Working Paper Series WP-99-20, Federal Reserve Bank of Chicago.
- Yajing Huang & Taoxiong Liu, 2023. "Diversification and Systemic Risk of Networks Holding Common Assets," Computational Economics, Springer;Society for Computational Economics, vol. 61(1), pages 341-388, January.
- Dicembrino, Claudio & Scandizzo, Pasquale Lucio, 2011.
"Can portfolio diversification increase systemic risk? evidence from the U.S and European mutual funds market,"
MPRA Paper
33715, University Library of Munich, Germany.
- Claudio Dicembrino & Pasquale Lucio Scandizzo, 2012. "Can Portfolio Diversification increase Systemic Risk? Evidence from the U.S and European Mutual Funds Market," CEIS Research Paper 240, Tor Vergata University, CEIS, revised 11 Jul 2012.
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Keywords
Risk management; Risk assessment;Statistics
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