Contagion network, portfolio credit risk, and financial crisis

Michael C. Fu 0001, Bingqing Li, Fei Li, Rongwen Wu. Contagion network, portfolio credit risk, and financial crisis. European Journal of Operational Research, 321(3):942-957, 2025. [doi]

Authors

Michael C. Fu 0001

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Bingqing Li

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Fei Li

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Rongwen Wu

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