Privacy-Preserving Methods for Sharing Financial Risk Exposures

被引:40
作者
Abbe, Emmanuel A. [1 ]
Khandani, Amir E.
Lo, Andrew W. [2 ,3 ]
机构
[1] Ecole Polytech Fed Lausanne, Sch Commun & Comp Sci, CH-1015 Lausanne, Switzerland
[2] MIT, Sloan Sch Management, Lab Financial Engn, CSAIL EECS, Cambridge, MA 02142 USA
[3] AlphaSimplex Grp, Cambridge, MA 02142 USA
关键词
D O I
10.1257/aer.102.3.65
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:65 / 70
页数:6
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