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subject:"Theorie"
~person:"Capponi, Agostino"
~person:"Minca, Andreea"
~subject:"Financial sector"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Systemisches Risiko"
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Theorie
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16
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10
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10
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9
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8
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8
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Capponi, Agostino
Minca, Andreea
Caccioli, Fabio
6
Farmer, J. Doyne
6
Battiston, Stefano
5
Thurner, Stefan
5
Amini, Hamed
4
Caporin, Massimiliano
4
Feinstein, Zachary
4
Gallegati, Mauro
4
Gouriéroux, Christian
4
Härdle, Wolfgang
4
Jarrow, Robert A.
4
Martinez-Jaramillo, Serafin
4
Wagner, Wolf
4
Wen, Fenghua
4
Acharya, Viral V.
3
Angelini, Eliana
3
Aymanns, Christoph
3
Cao, Jie
3
Chen Zhou
3
Cincinelli, Peter
3
Cont, Rama
3
Derbali, Abdelkader
3
Engle, Robert F.
3
Foglia, Matteo
3
Fouque, Jean-Pierre
3
Frittelli, Marco
3
Gai, Prasanna
3
Georg, Co-Pierre
3
Giudici, Paolo
3
Gómez, Fabiana
3
Huang, Wei-Qiang
3
Hurd, T. R.
3
Kapadia, Sujit
3
Karkowska, Renata
3
Meinerding, Christoph
3
Poledna, Sebastian
3
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3
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Mathematical finance : an international journal of mathematics, statistics and financial theory
2
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2
International journal of theoretical and applied finance
1
Journal of financial stability
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
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ECONIS (ZBW)
10
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1
Preface to the special issue on systemic risk and financial networks
Capponi, Agostino
;
Jarrow, Robert A.
- In:
Mathematics and financial economics
15
(
2021
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10012433629
Saved in:
2
Special issue: systemic risk and financial networks
Capponi, Agostino
(
ed.
);
Jarrow, Robert A.
(
ed.
)
-
2021
Persistent link: https://www.econbiz.de/10012433662
Saved in:
3
A dynamic network model of interbank lending-systemic risk and liquidity provisioning
Capponi, Agostino
;
Sun, Xu
;
Yao, David D.
- In:
Mathematics of operations research
45
(
2020
)
3
,
pp. 1127-1152
Persistent link: https://www.econbiz.de/10012293374
Saved in:
4
Systemic influences on optimal equity-credit investment
Capponi, Agostino
;
Frei, Christoph
- In:
Management science : journal of the Institute for …
63
(
2017
)
8
,
pp. 2756-2771
Persistent link: https://www.econbiz.de/10011741445
Saved in:
5
Optimal equity infusions in interbank networks
Amini, Hamed
;
Minca, Andreea
;
Sulem, Agnès
- In:
Journal of financial stability
31
(
2017
),
pp. 1-17
Persistent link: https://www.econbiz.de/10011877518
Saved in:
6
Uniqueness of equilibrium in a payment system with liquidation costs
Amini, Hamed
;
Filipović, Damir
;
Minca, Andreea
- In:
Operations research letters
44
(
2016
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10011454007
Saved in:
7
Resilience to contagion in financial networks
Amini, Hamed
;
Cont, Rama
;
Minca, Andreea
- In:
Mathematical finance : an international journal of …
26
(
2016
)
2
,
pp. 329-365
Persistent link: https://www.econbiz.de/10011577151
Saved in:
8
Liability concentration and systemic losses in financial networks
Capponi, Agostino
;
Chen, Peng-Chu
;
Yao, David D.
- In:
Operations research
64
(
2016
)
5
,
pp. 1121-1134
Persistent link: https://www.econbiz.de/10011594666
Saved in:
9
Default and systemic risk in equilibrium
Capponi, Agostino
;
Larsson, Martin
- In:
Mathematical finance : an international journal of …
25
(
2015
)
1
,
pp. 51-76
Persistent link: https://www.econbiz.de/10011347251
Saved in:
10
Stress testing the resilience of financial networks
Amini, Hamed
;
Cont, Rama
;
Minca, Andreea
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10009562144
Saved in:
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