Systemic risk from investment similarities
Delpini, Danilo, Battiston, Stefano, Caldarelli, Guido, Riccaboni, Massimo
Published in PloS one (23.05.2019)
Published in PloS one (23.05.2019)
Get full text
Journal Article
Evolution of Controllability in Interbank Networks
Delpini, Danilo, Battiston, Stefano, Riccaboni, Massimo, Gabbi, Giampaolo, Pammolli, Fabio, Caldarelli, Guido
Published in Scientific reports (09.04.2013)
Published in Scientific reports (09.04.2013)
Get full text
Journal Article
Portfolio diversification, differentiation and the robustness of holdings networks
Delpini, Danilo, Battiston, Stefano, Caldarelli, Guido, Riccaboni, Massimo
Published in Applied network science (14.07.2020)
Published in Applied network science (14.07.2020)
Get full text
Journal Article
Bayesian Value-at-Risk with product partition models
Bormetti, Giacomo, De Giuli, Maria Elena, Delpini, Danilo, Tarantola, Claudia
Published in Quantitative finance (01.05.2012)
Published in Quantitative finance (01.05.2012)
Get full text
Journal Article
Minimal model of financial stylized facts
Delpini, Danilo, Bormetti, Giacomo
Published in Physical review. E, Statistical, nonlinear, and soft matter physics (01.04.2011)
Published in Physical review. E, Statistical, nonlinear, and soft matter physics (01.04.2011)
Get more information
Journal Article
Exact moment scaling from multiplicative noise
Bormetti, Giacomo, Delpini, Danilo
Published in Physical review. E, Statistical, nonlinear, and soft matter physics (01.03.2010)
Published in Physical review. E, Statistical, nonlinear, and soft matter physics (01.03.2010)
Get more information
Journal Article
The Network of U.S. Mutual Fund Investments: Diversification, Similarity and Fragility throughout the Global Financial Crisis
Delpini, Danilo, Battiston, Stefano, Caldarelli, Guido, Riccaboni, Massimo
Year of Publication 07.01.2018
Year of Publication 07.01.2018
Get full text
Journal Article