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Stability Analysis of Financial Contagion Due to Overlapping Portfolios. Working Paper 2012-10-018, Santa Fe Institute (2012)

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by Fabio Caccioli , Munik Shrestha , Cristopher Moore , J. Doyne Farmer , Fabio Caccioli , Munik Shrestha , Cristopher Moore , J. Doyne Farmer
Citations:13 - 3 self