Fulvio Corsi, Stefano Marmi, Fabrizio Lillo. When Micro Prudence Increases Macro Risk: The Destabilizing Effects of Financial Innovation, Leverage, and Diversification. Operations Research, 64(5):1073-1088, 2016. [doi]
@article{CorsiML16,
title = {When Micro Prudence Increases Macro Risk: The Destabilizing Effects of Financial Innovation, Leverage, and Diversification},
author = {Fulvio Corsi and Stefano Marmi and Fabrizio Lillo},
year = {2016},
doi = {10.1287/opre.2015.1464},
url = {http://dx.doi.org/10.1287/opre.2015.1464},
researchr = {https://researchr.org/publication/CorsiML16},
cites = {0},
citedby = {0},
journal = {Operations Research},
volume = {64},
number = {5},
pages = {1073-1088},
}