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Ioannis Anagnostou

1 paper hereh-index 343 citations7 works total

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  • first author1

Across the 1 of 1 paper where every author was matched, so the position is known.

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  • q-fin.RM1

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most citedUncovering the mesoscale structure of the credit default swap market to improve portfolio risk modelling

8 citations · 8 across the 1 of their papers we have counts for

collaborators

1 paper

q-fin.RM2020★ 8 cited

Uncovering the mesoscale structure of the credit default swap market to improve portfolio risk modelling

Ioannis Anagnostou, Tiziano Squartini, Drona Kandhai +1

One of the most challenging aspects in the analysis and modelling of financial markets, including Credit Default Swap (CDS) markets, is the presence of an emergent, intermediate le…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.