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~isPartOf:"Operations research"
~person:"Andrieş, Alin Marius"
~person:"Capponi, Agostino"
~person:"Oet, Mikhail V."
~subject:"Ansteckungseffekt"
~subject:"Systemic risk"
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Ansteckungseffekt
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Systemic risk-driven portfolio selection
Capponi, Agostino
;
Rubtsov, Alexey
- In:
Operations research
70
(
2022
)
3
,
pp. 1598-1612
Persistent link: https://www.econbiz.de/10013366163
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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
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