Hamed Amini

Georgia State University

Georgia State University

Atlanta, GA 30303

United States

SCHOLARLY PAPERS

15

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Top 7,933

in Total Papers Downloads

7,194

SSRN CITATIONS
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SSRN RANKINGS

Top 5,999

in Total Papers Citations

108

CROSSREF CITATIONS

116

Scholarly Papers (15)

1.
Downloads 1,998 ( 9,563)
Citation 15

Systemic Risk and Central Clearing Counterparty Design

Swiss Finance Institute Research Paper No. 13-34
Number of pages: 46 Posted: 09 Jun 2013 Last Revised: 01 Mar 2017
Hamed Amini, Damir Filipović and Andreea Minca
Georgia State University, Ecole Polytechnique Fédérale de Lausanne and Cornell University
Downloads 1,897 (10,177)
Citation 13

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Over the Counter Markets, Central Counterparty Clearing, Market Design, Financial Network, Contagion, Systemic Risk, Credit Default Swap Markets

Systemic Risk in Networks with a Central Node

Forthcoming, SIAM Journal on Financial Mathematics, Swiss Finance Institute Research Paper No. 20-04
Number of pages: 43 Posted: 24 Jan 2020
Hamed Amini, Damir Filipović and Andreea Minca
Georgia State University, Ecole Polytechnique Fédérale de Lausanne and Cornell University
Downloads 101 (322,449)
Citation 4

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Star-shaped Networks, Central Node, Market Design, Financial Network, Contagion, Systemic Risk, Credit Default Swap Markets

2.

Stress Testing the Resilience of Financial Networks

Number of pages: 19 Posted: 25 Dec 2010 Last Revised: 28 Dec 2010
Hamed Amini, Rama Cont and Andreea Minca
Georgia State University, University of Oxford and Cornell University
Downloads 1,469 (15,630)
Citation 9

Abstract:

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systemic risk, banking network, stress test, counterparty risk, macro-prudential regulation, complex network, scale-free network

3.
Downloads 1,431 ( 16,296)
Citation 69

Resilience to Contagion in Financial Networks

Number of pages: 40 Posted: 19 Jun 2011 Last Revised: 06 Oct 2012
Hamed Amini, Rama Cont and Andreea Minca
Georgia State University, University of Oxford and Cornell University
Downloads 1,431 (15,980)
Citation 24

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systemic risk, contagion, default, macroprudential regulation, financial stability, random graph, network model, financial networks, interconnectedness, balance-sheet contagion

Resilience to Contagion in Financial Networks

Mathematical Finance, Vol. 26, Issue 2, pp. 329-365, 2016
Number of pages: 37 Posted: 10 Mar 2016
Hamed Amini, Rama Cont and Andreea Minca
Georgia State University, University of Oxford and Cornell University
Downloads 0
Citation 25
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systemic risk, default contagion, random graphs, interbank network, financial stability, macroprudential regulation

4.

Mathematical Modeling of Systemic Risk

ADVANCES IN NETWORK ANALYSIS AND ITS APPLICATIONS, E. Kranakis, ed., Springer Verlag, 2012
Number of pages: 20 Posted: 08 Mar 2012
Andreea Minca and Hamed Amini
Cornell University and Georgia State University
Downloads 563 (60,113)

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Systemic risk, Financial networks

5.

Optimal Equity Infusions in Interbank Networks

Number of pages: 35 Posted: 13 Aug 2012 Last Revised: 13 Feb 2013
Hamed Amini, Andreea Minca and Agnes Sulem
Georgia State University, Cornell University and French National Institute for Research in Computer Science and Control (INRIA)
Downloads 472 (74,844)
Citation 3

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systemic risk, liquidity risk, financial contagion, Markov decision process, optimal interventions

6.

Inhomogeneous Financial Networks and Contagious Links

Number of pages: 28 Posted: 07 Nov 2014
Hamed Amini and Andreea Minca
Georgia State University and Cornell University
Downloads 412 (87,865)
Citation 5

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Systemic risk, Default contagion, Financial stability, Contagious links, Phase transitions, Complex networks, Inhomogeneous random graphs.

7.

To Fully Net or Not to Net: Adverse Effects of Partial Multilateral Netting

Operations Research, Forthcoming, Swiss Finance Institute Research Paper No. 14-63
Number of pages: 22 Posted: 01 Nov 2014 Last Revised: 18 Jan 2016
Hamed Amini, Damir Filipović and Andreea Minca
Georgia State University, Ecole Polytechnique Fédérale de Lausanne and Cornell University
Downloads 277 (136,149)
Citation 14

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Over the Counter Markets, Financial Network, Partial Multilateral Netting

8.

Uniqueness of Equilibrium in a Payment System with Liquidation Costs

Operations Research Letters, Forthcoming, Swiss Finance Institute Research Paper No. 15-20
Number of pages: 11 Posted: 18 Jun 2015 Last Revised: 18 Jan 2016
Hamed Amini, Damir Filipović and Andreea Minca
Georgia State University, Ecole Polytechnique Fédérale de Lausanne and Cornell University
Downloads 194 (191,957)
Citation 15

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Financial Network, Systemic Risk, Eiseberg Noe Model, Asset Price Contagion

9.

A Dynamic Contagion Risk Model With Recovery Features

Number of pages: 49 Posted: 13 Aug 2019 Last Revised: 04 Aug 2020
Hamed Amini, Andreea Minca and Agnes Sulem
Georgia State University, Cornell University and French National Institute for Research in Computer Science and Control (INRIA)
Downloads 81 (367,495)
Citation 1

Abstract:

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collective risk theory, systemic risk, default contagion

10.

Control of Interbank Contagion Under Partial Information

Number of pages: 26 Posted: 22 May 2015
Hamed Amini, Andreea Minca and Agnes Sulem
Georgia State University, Cornell University and French National Institute for Research in Computer Science and Control (INRIA)
Downloads 80 (370,123)
Citation 2

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Systemic risk, Optimal control, Financial networks, Lender of last resort

11.

Cohort Effects, Voluntary Social Distancing and Life Insurance Purchases during a Pandemic

Number of pages: 30 Posted: 29 Jul 2020 Last Revised: 28 Nov 2020
Hamed Amini and Andreea Minca
Georgia State University and Cornell University
Downloads 70 (398,905)
Citation 3

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Pandemic risks, SIR epidemic process, economic epidemiology, social distancing, heterogeneous networks, random graphs

12.

Clearing Financial Networks: Impact on Equilibrium Asset Prices and Seniority of Claims

Number of pages: 28 Posted: 21 Jul 2020
Hamed Amini and Andreea Minca
Georgia State University and Cornell University
Downloads 51 (465,241)
Citation 1

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Systemic Risk, Financial Network, Central Clearing, Portfolio Compression

13.

Limit Theorems for Default Contagion and Systemic Risk

Number of pages: 54 Posted: 24 Mar 2021 Last Revised: 08 Jul 2021
Hamed Amini, Zhongyuan Cao and Agnes Sulem
Georgia State University, INRIA Paris and French National Institute for Research in Computer Science and Control (INRIA)
Downloads 34 (542,397)

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Systemic Risk, Default Contagion, Financial Networks, Limit Theorems.

14.

Contagion Risks and Security Investment in Directed Networks

Number of pages: 37 Posted: 08 Sep 2020 Last Revised: 19 Nov 2020
Hamed Amini
Georgia State University
Downloads 34 (542,397)
Citation 1

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contagion, systemic risk, economic epidemiology, self-protection, security investment, cyber-insurance, heterogeneous networks

15.

Optimal Network Compression

Number of pages: 33 Posted: 08 Oct 2020 Last Revised: 08 Feb 2021
Hamed Amini and Zachary Feinstein
Georgia State University and Stevens Institute of Technology - School of Business
Downloads 28 (575,935)
Citation 1

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systemic risk, financial networks, portfolio compression, genetic algorithm