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]

@article{FuLLW25,
  title = {Contagion network, portfolio credit risk, and financial crisis},
  author = {Michael C. Fu 0001 and Bingqing Li and Fei Li and Rongwen Wu},
  year = {2025},
  doi = {10.1016/j.ejor.2024.09.026},
  url = {https://doi.org/10.1016/j.ejor.2024.09.026},
  researchr = {https://researchr.org/publication/FuLLW25},
  cites = {0},
  citedby = {0},
  journal = {European Journal of Operational Research},
  volume = {321},
  number = {3},
  pages = {942-957},
}