Author:
Marti Gautier,Nielsen Frank,Bińkowski Mikołaj,Donnat Philippe
Publisher
Springer International Publishing
Reference156 articles.
1. Agca, S., Babich, V., Birge, J.R., Wu, J.: Credit risk propagation along supply chains: Evidence from the cds market. Georgetown McDonough School Bus. Res. Paper (3078752) (2017)
2. Almog, A., Shmueli, E.: Structural entropy: Monitoring correlation-based networks over time with application to financial markets. Sci. Rep. 9(1), 1–13 (2019)
3. Aste, T., Di Matteo, T., Hyde, S.T.: Complex networks on hyperbolic surfaces. Phys. A: Stat. Mech. Appl. 346(1), 20–26 (2005)
4. Avellaneda, M.: Hierarchical PCA and applications to portfolio management. Revista mexicana de economía y finanzas 15(1), 1–16 (2020)
5. Baitinger, E., Papenbrock, J.: Interconnectedness Risk and Active Portfolio Management (20160
Cited by
36 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献