Portfolio Compression in Financial Networks: Incentives and Systemic Risk

Steffen Schuldenzucker, Sven Seuken. Portfolio Compression in Financial Networks: Incentives and Systemic Risk. In Péter Biró, Jason Hartline, Michael Ostrovsky, Ariel D. Procaccia, editors, EC '20: The 21st ACM Conference on Economics and Computation, Virtual Event, Hungary, July 13-17, 2020. pages 79, ACM, 2020. [doi]

Abstract

Abstract is missing.