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Andreea Minca
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Cited by
Year
Resilience to contagion in financial networks
H Amini, R Cont, A Minca
Mathematical finance 26 (2), 329-365, 2016
4372016
Stress testing the resilience of financial networks
H Amini, R Cont, A Minca
International Journal of Theoretical and applied finance 15 (01), 1250006, 2012
1572012
Recovering portfolio default intensities implied by CDO quotes
R Cont, A Minca
Mathematical Finance: An International Journal of Mathematics, Statistics …, 2013
123*2013
Systemic risk and central clearing counterparty design
H Amini, D Filipović, A Minca
Swiss Finance Institute Research Paper, 2015
114*2015
Credit default swaps and systemic risk
R Cont, A Minca
Annals of Operations Research 247, 523-547, 2016
932016
Networks of common asset holdings: aggregation and measures of vulnerability
A Braverman, A Minca
Available at SSRN 2379669, 2014
852014
Inhomogeneous financial networks and contagious links
H Amini, A Minca
Operations Research 64 (5), 1109-1120, 2016
842016
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
812020
Uniqueness of equilibrium in a payment system with liquidation costs
H Amini, D Filipović, A Minca
Operations Research Letters 44 (1), 1-5, 2016
812016
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
702009
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
542014
The topology of overlapping portfolio networks
W Guo, A Minca, L Wang
Statistics & Risk Modeling 33 (3-4), 139-155, 2016
522016
Learning while playing in mean-field games: Convergence and optimality
Q Xie, Z Yang, Z Wang, A Minca
International Conference on Machine Learning, 11436-11447, 2021
48*2021
(In) stability for the blockchain: Deleveraging spirals and stablecoin attacks
A Klages-Mundt, A Minca
PubPub 1 (2), 2021
392021
Optimal control of interbank contagion under complete information
A Minca, A Sulem
Statistics & Risk Modeling 31 (1), 23-48, 2014
242014
While stability lasts: A stochastic model of stablecoins
A Klages-Mundt, A Minca
arXiv preprint arXiv:2004.01304, 2020
232020
Control of interbank contagion under partial information
H Amini, A Minca, A Sulem
SIAM Journal on Financial Mathematics 6 (1), 1195-1219, 2015
232015
Mathematical modeling of systemic risk
H Amini, A Minca
Advances in network analysis and its applications, 3-26, 2012
222012
Optimal Equity Infusions in Interbank Networks
H Amini, A Minca, A Sulem
Available at SSRN 2128476, 2012
21*2012
Cascading losses in reinsurance networks
A Klages-Mundt, A Minca
Management Science 66 (9), 4246-4268, 2020
192020
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Articles 1–20