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 | 416 | 2014 |
Pathways towards instability in financial networks M Bardoscia, S Battiston, F Caccioli, G Caldarelli Nature communications 8 (1), 1-7, 2017 | 200 | 2017 |
Overlapping portfolios, contagion, and financial stability F Caccioli, JD Farmer, N Foti, D Rockmore Journal of Economic Dynamics and Control 51, 50-63, 2015 | 194* | 2015 |
Heterogeneity, correlations and financial contagion F Caccioli, TA Catanach, JD Farmer Arxiv preprint arXiv:1109.1213, 2011 | 146 | 2011 |
DebtRank: A microscopic foundation for shock propagation M Bardoscia, S Battiston, F Caccioli, G Caldarelli PloS one 10 (6), e0130406, 2015 | 144* | 2015 |
Network models of financial systemic risk: a review F Caccioli, P Barucca, T Kobayashi Journal of Computational Social Science 1 (1), 81-114, 2018 | 109 | 2018 |
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 | 99 | 2019 |
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 | 95 | 2020 |
Eroding market stability by proliferation of financial instruments F Caccioli, M Marsili, P Vivo The European Physical Journal B 71 (4), 467-479, 2009 | 80 | 2009 |
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 | 69 | 2016 |
Taming the Basel leverage cycle C Aymanns, F Caccioli, JD Farmer, VWC Tan Journal of financial stability 27, 263-277, 2016 | 60 | 2016 |
Critical fluctuations in spatial complex networks S Bradde, F Caccioli, L Dall’Asta, G Bianconi Physical review letters 104 (21), 218701, 2010 | 52 | 2010 |
Quantification of systemic risk from overlapping portfolios in the financial system S Poledna, S Martínez-Jaramillo, F Caccioli, S Thurner Journal of Financial Stability 52, 100808, 2021 | 39 | 2021 |
Optimal liquidation strategies regularize portfolio selection F Caccioli, S Still, M Marsili, I Kondor The European Journal of Finance 19 (6), 554-571, 2013 | 35 | 2013 |
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 | 35 | 2010 |
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 | 34 | 2009 |
The physics of financial networks M Bardoscia, P Barucca, S Battiston, F Caccioli, G Cimini, D Garlaschelli, ... Nature Reviews Physics, 1-18, 2021 | 31 | 2021 |
Reconstructing and stress testing credit networks A Ramadiah, F Caccioli, D Fricke Journal of Economic Dynamics and Control 111, 103817, 2020 | 25 | 2020 |
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 | 25 | 2016 |
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 | 22* | 2016 |