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q-fin.RM2025★ 1 cited
Financial instability transition under heterogeneous investments and portfolio diversification
Preben Forer, Barak Budnick, Pierpaolo Vivo +3
We analyze the stability of financial investment networks, where financial institutions hold overlapping portfolios of assets. We consider the effect of portfolio diversification a…
cond-mat.stat-mech2025★ 1 cited
Top eigenpair statistics of diluted Wishart matrices
Barak Budnick, Preben Forer, Pierpaolo Vivo +3
Using the replica method, we compute the statistics of the top eigenpair of diluted covariance matrices of the form , where is a…