Andreea Minca
Title
Cited by
Cited by
Year
Resilience to contagion in financial networks
H Amini, R Cont, A Minca
Mathematical finance 26 (2), 329-365, 2016
3352016
Stress testing the resilience of financial networks
H Amini, R Cont, A Minca
Finance at Fields, 17-36, 2013
1442013
Recovering portfolio default intensities implied by CDO quotes
R Cont, A Minca
Mathematical Finance: An International Journal of Mathematics, Statistics …, 2013
121*2013
Systemic risk and central clearing counterparty design
H Amini, D Filipović, A Minca
Swiss Finance Institute Research Paper, 2015
89*2015
Credit default swaps and systemic risk
R Cont, A Minca
Annals of Operations Research 247 (2), 523-547, 2016
732016
Too interconnected to fail: contagion and systemic risk in financial networks
R Cont, A Moussa, A Minca, E Basto
Lecture presented at the IMF, May, 2009
662009
Inhomogeneous financial networks and contagious links
H Amini, A Minca
Operations Research 64 (5), 1109-1120, 2016
592016
Networks of common asset holdings: Aggregation and measures of vulnerability
A Braverman, A Minca
Available at SSRN 2379669, 2014
54*2014
Uniqueness of equilibrium in a payment system with liquidation costs
H Amini, D Filipović, A Minca
Operations Research Letters 44 (1), 1-5, 2016
532016
The topology of overlapping portfolio networks
W Guo, A Minca, L Wang
Statistics & Risk Modeling 33 (3-4), 139-155, 2016
382016
To Fully Net or Not to Net: Adverse Effects of Partial Multilateral Netting
H Amini, D Filipovic, A Minca
Swiss Finance Institute Research Paper, 2014
382014
Mathematical modeling of systemic risk
H Amini, A Minca
Advances in network analysis and its applications, 3-26, 2012
202012
Optimal control of interbank contagion under complete information
A Minca, A Sulem
Statistics & Risk Modeling 31 (1), 23-48, 2014
192014
Control of interbank contagion under partial information
H Amini, A Minca, A Sulem
SIAM Journal on Financial Mathematics 6 (1), 1195-1219, 2015
172015
Stablecoins 2.0: Economic foundations and risk-based models
A Klages-Mundt, D Harz, L Gudgeon, JY Liu, A Minca
Proceedings of the 2nd ACM Conference on Advances in Financial Technologies …, 2020
162020
Mathematical modeling of default contagion
A Minca
PhD thesis, Universite Paris VI (Pierre et Marie Curie), 2011
13*2011
While stability lasts: A stochastic model of stablecoins
A Klages-Mundt, A Minca
arXiv preprint arXiv:2004.01304, 2020
122020
Cascading losses in reinsurance networks
A Klages-Mundt, A Minca
Management Science 66 (9), 4246-4268, 2020
102020
Optimal cash holdings under heterogeneous beliefs
R Jarrow, A Krishenik, A Minca
Mathematical Finance 28 (2), 712-747, 2018
10*2018
On the central management of risk networks
F Avram, A Minca
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2814227, 2016
102016
The system can't perform the operation now. Try again later.
Articles 1–20