When Micro Prudence Increases Macro Risk: The Destabilizing Effects of Financial Innovation, Leverage, and Diversification.
Fulvio CorsiStefano MarmiFabrizio LilloPublished in: Oper. Res. (2016)
Keyphrases
- risk management
- portfolio optimization
- decision making
- financial risk
- financial crisis
- risk analysis
- case study
- credit risk
- knowledge management
- financial data
- data mining
- risk assessment
- neural network
- risk factors
- stock market
- learning algorithm
- portfolio management
- investment decisions
- information retrieval
- economic growth
- financial institutions