Optimization of systemic risk: reallocation of assets based on bank networks
In this paper, the authors investigate the optimization of systemic risk based on DebtRank by considering two contagion channels: interbank lending and common
Hirschman Index Systemic Risk Portfolio Optimisation Original Research ஹர்ஶ்மந் குறியீட்டு முறையான ஆபத்து
Source: risk.net