Systemic Risk from Overlapping Portfolios
A portfolio optimization framework accounting for systemic and individual risk reveals potential inefficiencies in portfolio structures, indicating a risk trade-off.
Featured in No. 83 on 23 Jan 2025 · on release day
- Released
- 23 Jan 2025
- First featured
- No. 83 · 23 Jan 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 14
- Identifier
- RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007269
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).