Robust risk quantification via shock propagation in financial networks
Year of publication: |
2024
|
---|---|
Authors: | Ahn, Dohyun ; Chen, Nan ; Kim, Kyoung-Kuk |
Published in: |
Operations research. - Linthicum, Md. : INFORMS, ISSN 1526-5463, ZDB-ID 2019440-7. - Vol. 72.2024, 1, p. 1-18
|
Subject: | Financial Engineering | financial network | information uncertainty | risk quantification | robust optimization | Risikomanagement | Risk management | Risiko | Risk | Financial engineering | Schock | Shock | Robustes Verfahren | Robust statistics | Theorie | Theory |
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