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This image shows an application of systemic  risk computed from methods used in systemic risk visualizing vulnerability project. Using both signed and unsigned systemic risk indices we propose better performance measure then traditional sharpe ratio used heavility in industry. 

Such small revisions have the potential to bring about revolutionary changes in portfolio management practices.

I can send you my publications in systemic risk and contagion.
I can also share my tutorials in econometrics posted in youtube.

Thanks for submitting!

© 2020 by Raisul Islam

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