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Insights Fasanara Capital |
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In these notes we present a network simulation model of |
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the market where |
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we stress test the impact of an idiosyncratic shock to a |
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set of |
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specific companies on the market as a whole. This is done |
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by examining |
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the cascade effect triggered by the redemption of large |
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portions of |
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assets from similar, mostly passive asset managers. |
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Date Published: 2022-12-16 18:14:45 |
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Identifier: fasanara.com-scenario-29042019 |
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Item Size: 883217 |
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Media Type: texts |
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# Topics |
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network effects; sudden shocks; undiv... |
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# Uploaded by |
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@awesomesilverdynamite2 |
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