Market Efficient Portfolios in a Systemic Economy

• Kerstin Awiszus

  Kerstin Awiszus

  [email protected]

  https://orcid.org/0000-0003-1932-6185

  Institute of Actuarial and Financial Mathematics & House of Insurance, Leibniz Universität Hannover, D-30167 Hannover, Germany;

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• Agostino Capponi

  Agostino Capponi

  [email protected]

  https://orcid.org/0000-0001-9735-7935

  Department of Industrial Engineering and Operations Research, Columbia University, New York 10027

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• Stefan Weber

  Stefan Weber

  [email protected]

  https://orcid.org/0000-0001-7770-5672

  Institute of Actuarial and Financial Mathematics & House of Insurance, Leibniz Universität Hannover, D-30167 Hannover, Germany;

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