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Asymptotic behavior of systemic risk based on the higher-moment capital allocation

Jiangyan Peng et al.

Journal of Risk2025https://doi.org/10.21314/jor.2025.013article
AJG 2ABDC B
Weight
0.50

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https://doi.org/https://doi.org/10.21314/jor.2025.013

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@article{jiangyan2025,
  title        = {{Asymptotic behavior of systemic risk based on the higher-moment capital allocation}},
  author       = {Jiangyan Peng et al.},
  journal      = {Journal of Risk},
  year         = {2025},
  doi          = {https://doi.org/https://doi.org/10.21314/jor.2025.013},
}

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Asymptotic behavior of systemic risk based on the higher-moment capital allocation

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Evidence weight

0.50

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.50 × 0.4 = 0.20
M · momentum0.50 × 0.15 = 0.07
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

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