Fabio Caccioli
Title
Cited by
Cited by
Year
Stability analysis of financial contagion due to overlapping portfolios
F Caccioli, M Shrestha, C Moore, JD Farmer
Journal of Banking & Finance 46, 233-245, 2014
3662014
Pathways towards instability in financial networks
M Bardoscia, S Battiston, F Caccioli, G Caldarelli
Nature Communications 8 (1), 1-7, 2017
1722017
Overlapping portfolios, contagion, and financial stability
F Caccioli, JD Farmer, N Foti, D Rockmore
Journal of Economic Dynamics and Control 51, 50-63, 2015
169*2015
Heterogeneity, correlations and financial contagion
F Caccioli, TA Catanach, JD Farmer
Arxiv preprint arXiv:1109.1213, 2011
1292011
DebtRank: A microscopic foundation for shock propagation
M Bardoscia, S Battiston, F Caccioli, G Caldarelli
PloS one 10 (6), e0130406, 2015
113*2015
Network valuation in financial systems
P Barucca, M Bardoscia, F Caccioli, M D'Errico, G Visentin, G Caldarelli, ...
Mathematical Finance 30 (4), 1181-1204, 2020
762020
Eroding market stability by proliferation of financial instruments
F Caccioli, M Marsili, P Vivo
The European Physical Journal B 71 (4), 467-479, 2009
742009
Network models of financial systemic risk: a review
F Caccioli, P Barucca, T Kobayashi
Journal of Computational Social Science 1 (1), 81-114, 2018
682018
Early coauthorship with top scientists predicts success in academic careers
W Li, T Aste, F Caccioli, G Livan
Nature communications 10 (1), 1-9, 2019
582019
Distress propagation in complex networks: the case of non-linear DebtRank
M Bardoscia, F Caccioli, JI Perotti, G Vivaldo, G Caldarelli
PloS one 11 (10), e0163825, 2016
572016
Taming the Basel leverage cycle
C Aymanns, F Caccioli, JD Farmer, VWC Tan
Journal of financial stability 27, 263-277, 2016
512016
Critical fluctuations in spatial complex networks
S Bradde, F Caccioli, L Dall’Asta, G Bianconi
Physical review letters 104 (21), 218701, 2010
502010
Dynamic facilitation picture of a higher-order glass singularity
M Sellitto, D De Martino, F Caccioli, JJ Arenzon
Physical review letters 105 (26), 265704, 2010
352010
Optimal liquidation strategies regularize portfolio selection
F Caccioli, S Still, M Marsili, I Kondor
The European Journal of Finance 19 (6), 554-571, 2013
342013
Random matrix approach to collective behavior and bulk universality in protein dynamics
R Potestio, F Caccioli, P Vivo
Physical review letters 103 (26), 268101, 2009
342009
Replica approach to mean-variance portfolio optimization
I Varga-Haszonits, F Caccioli, I Kondor
Journal of Statistical Mechanics: Theory and Experiment 2016 (12), 123404, 2016
252016
Liquidity risk and instabilities in portfolio optimization
F Caccioli, I Kondor, M Marsili, S Still
International Journal of Theoretical and Applied Finance 19 (05), 1650035, 2016
21*2016
Stress test scenario: sybil logic bomb cyber catastrophe
SJ Ruffle, G Bowman, F Caccioli, AW Coburn, S Kelly, B Leslie, D Ralph
Cambridge Risk Framew. Ser. Cent. Risk Stud. Univ. Cambridge, 2014
212014
Reconstructing and stress testing credit networks
A Ramadiah, F Caccioli, D Fricke
Journal of Economic Dynamics and Control 111, 103817, 2020
202020
Impact-adjusted valuation and the criticality of leverage
F Caccioli, JP Bouchaud, D Farmer
Risk 25 (12), 74-77, 2012
20*2012
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Articles 1–20