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q-fin.RM2026
Measuring the risk or reducing it, that is the question: is risk measurement necessary for risk reduction?
Pierpaolo Uberti
In this research, starting from a widely accepted definition of risk, we support the idea that risk reduction is a more realistic objective than risk minimization, which represents…
q-fin.RM2025
Global Balance and Systemic Risk in Financial Correlation Networks
Paolo Bartesaghi, Fernando Diaz-Diaz, Rosanna Grassi +1
The global balance index is used in the network literature to quantify how balanced a signed network is. In this paper we show that the global balance index of financial correlatio…