23 citations · 55 across the 7 of their papers we have counts for
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q-fin.GN2019★ 1 cited
Lost in Diversification
Marco Bardoscia, Daniele d'Arienzo, Matteo Marsili +1
As financial instruments grow in complexity more and more information is neglected by risk optimization practices. This brings down a curtain of opacity on the origination of risk,…
q-fin.GN2013★ 14 cited
The Interrupted Power Law and The Size of Shadow Banking
Davide Fiaschi, Imre Kondor, Matteo Marsili +1
Using public data (Forbes Global 2000) we show that the asset sizes for the largest global firms follow a Pareto distribution in an intermediate range, that is ``interrupted'' by a…