Common Asset Holdings and Systemic Risk of Financial Network.
Zhigang ZhaoWei ZhangShanchong ShiPublished in: ITQM (2013)
Keyphrases
- risk management
- network model
- limited budget
- financial markets
- peer to peer
- network architecture
- portfolio optimization
- credit risk
- real time
- sharpe ratio
- distributed network
- portfolio management
- transaction costs
- network parameters
- risk analysis
- network management
- stock market
- complex networks
- wireless sensor networks