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Publications by Fabio Caccioli

A Percolation Model for the Emergence of the Bitcoin Lightning Network

Scientific Reports

Multidisciplinary

English

Reverse Stress Testing Interbank Networks

Scientific Reports

Multidisciplinary

English

Portfolio Optimization Under Expected Shortfall: Contour Maps of Estimation Error

Quantitative Finance

English

Taming Financial Systemic Risk: Models, Instruments and Early Warning Indicators

Journal of Economic Interaction and Coordination

International Management

English

Network Models of Financial Systemic Risk: A Review

Journal of Computational Social Science

English

Taming the Basel Leverage Cycle

SSRN Electronic Journal

English