Addressing systemic risk using contingent convertible debt : a network analysis
Year of publication: |
2021
|
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Authors: | Gupta, Aparna ; Wang, Runzu ; Lu, Yueliang |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 290.2021, 1 (1.4.), p. 263-277
|
Subject: | Finance | Contingent convertible debt | Systemic risk | 13F flings | Network model | Simulation analysis | Wandelanleihe | Convertible bond | Systemrisiko | Simulation | Öffentliche Schulden | Public debt |
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