Opeoluwa Banwo, Fabio Caccioli, Paul Harrald, Francesca Medda. The effect of Heterogeneity on Financial Contagion due to Overlapping Portfolios. Advances in Complex Systems, 19(8):1-20, 2016. [doi]
@article{BanwoCHM16,
title = {The effect of Heterogeneity on Financial Contagion due to Overlapping Portfolios},
author = {Opeoluwa Banwo and Fabio Caccioli and Paul Harrald and Francesca Medda},
year = {2016},
doi = {10.1142/S0219525916500168},
url = {http://dx.doi.org/10.1142/S0219525916500168},
researchr = {https://researchr.org/publication/BanwoCHM16},
cites = {0},
citedby = {0},
journal = {Advances in Complex Systems},
volume = {19},
number = {8},
pages = {1-20},
}