A note to the reader
This issue draws from listed companies, households, experiments and other adjacent settings. It is not a collection of 100 studies directly sampling family offices. Use the evidence to sharpen questions; check each paper’s population, methods and limitations before applying it. Each source has its own passage agent. Original findings remain distinct from the editorial practice articles elsewhere in the journal.
1–10 of 10 articles · Systemic risk & interconnected capital
01Systemic risk & interconnected capital · Research source
Linshan Liu; Amir Rafique; Naseem Abbas; Muhammad Umer Quddoos; Muhammad Munir Ahmad; Arslan Ahmad Siddiqi
PLOS ONE · 2024-07-08 · CC BY 4.0
Adjacent financial-network evidence for counterparty concentration, manager-overlap and market stress analysis; model-based or historical findings are not a forecast of the family’s losses.
Systemic risk & interconnected capital · Research source
Kaiwei Jia; Yunqing Du
PLOS ONE · 2024-03-15 · CC BY 4.0
Adjacent financial-network evidence for counterparty concentration, manager-overlap and market stress analysis; model-based or historical findings are not a forecast of the family’s losses.
Systemic risk & interconnected capital · Research source
Anthony Bonato; Juan Chavez Palan; Adam Szava
PLOS One · 2025-10-31 · CC BY 4.0
Adjacent financial-network evidence for counterparty concentration, manager-overlap and market stress analysis; model-based or historical findings are not a forecast of the family’s losses.
Systemic risk & interconnected capital · Research source
Yichao Mo; Weihong Sun; Youqiang Ding; Li Wang
PLOS One · 2025-05-28 · CC BY 4.0
Adjacent financial-network evidence for counterparty concentration, manager-overlap and market stress analysis; model-based or historical findings are not a forecast of the family’s losses.
Systemic risk & interconnected capital · Research source
Bo Zhu; Xin Hu; Yuanyue Deng; Renda Lin
PLOS ONE · 2023-04-27 · CC BY 4.0
Adjacent financial-network evidence for counterparty concentration, manager-overlap and market stress analysis; model-based or historical findings are not a forecast of the family’s losses.
Systemic risk & interconnected capital · Research source
Mike K P So; Anson S W Mak; Jacky N L Chan; Amanda M Y Chu
PLOS ONE · 2023-10-05 · CC BY 4.0
Adjacent financial-network evidence for counterparty concentration, manager-overlap and market stress analysis; model-based or historical findings are not a forecast of the family’s losses.
Systemic risk & interconnected capital · Research source
Lupe S. H. Chan; Amanda M. Y. Chu; Mike K. P. So
PLOS ONE · 2023-01-20 · CC BY 4.0
Adjacent financial-network evidence for counterparty concentration, manager-overlap and market stress analysis; model-based or historical findings are not a forecast of the family’s losses.
Systemic risk & interconnected capital · Research source
Ana Iglesias-Casal; María-Celia López-Penabad; Carmen López-Andión; José Manuel Maside-Sanfiz
PLoS ONE · 2020-02-03 · CC BY 4.0
Adjacent financial-network evidence for counterparty concentration, manager-overlap and market stress analysis; model-based or historical findings are not a forecast of the family’s losses.
Systemic risk & interconnected capital · Research source
Danilo Delpini; Stefano Battiston; Guido Caldarelli; Massimo Riccaboni
PLoS ONE · 2019-05-23 · CC BY 4.0
Adjacent financial-network evidence for counterparty concentration, manager-overlap and market stress analysis; model-based or historical findings are not a forecast of the family’s losses.
Systemic risk & interconnected capital · Research source
Yongli Li; Guanghe Liu; Paolo Pin
PLoS ONE · 2018-07-12 · CC BY 4.0
Adjacent financial-network evidence for counterparty concentration, manager-overlap and market stress analysis; model-based or historical findings are not a forecast of the family’s losses.