Robust risk quantification via shock propagation in financial networks
Dohyun Ahn, Nan Chen, Kyoung-Kuk Kim
| 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 | Robustes Verfahren | Robust statistics | Risiko | Risk | Theorie | Theory | Financial engineering | Schock | Shock | Risikomanagement | Risk management | Unternehmensnetzwerk | Business network | Finanzmarkt | Financial market |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/opre.2020.0722 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014505013