Quantifying Systemic Risk by Solutions of the Mean-Variance Risk Model

Open Access

Peer-reviewed

Research Article

Jan Jurczyk ,

Contributed equally to this work with: Jan Jurczyk, Alexander Eckrot

* E-mail: jan.jurczyk@ur.de

Affiliation Department of Physics, University of Regensburg, Regensburg, Germany
⨯
Alexander Eckrot ,

Contributed equally to this work with: Jan Jurczyk, Alexander Eckrot

Affiliation Department of Physics, University of Regensburg, Regensburg, Germany
⨯
Ingo Morgenstern

Affiliation Department of Physics, University of Regensburg, Regensburg, Germany
⨯

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