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Capital regulation under price impacts and dynamic financial contagion
Feinstein, Zachary - In: European journal of operational research : EJOR 281 (2020) 2, pp. 449-463
Persistent link: https://www.econbiz.de/10012153704
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Filtering for risk assessment of interbank network
Simaan, Majeed; Gupta, Aparna; Kar, Koushik - In: European journal of operational research : EJOR 280 (2020) 1, pp. 279-294
Persistent link: https://www.econbiz.de/10012132392
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Crisis and risk dependencies
Grundke, Peter; Polle, Simone - In: European journal of operational research : EJOR 223 (2012) 2, pp. 518-528
Persistent link: https://www.econbiz.de/10009667847
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Parameters measuring bank risk and their estimation
Tsionas, Efthymios G. - In: European journal of operational research : EJOR 250 (2016) 1, pp. 291-304
Persistent link: https://www.econbiz.de/10011441404
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Nonstationary Z-Score measures
Mare, Davide Salvatore; Moreira, Fernando; Rossi, Roberto - In: European journal of operational research : EJOR 260 (2017) 1, pp. 348-358
Persistent link: https://www.econbiz.de/10011698038
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Pricing derivatives with counterparty risk and collateralization : a fixed point approach
Kim, Jinbeom; Leung, Tim - In: European journal of operational research : EJOR 249 (2016) 2, pp. 525-539
Persistent link: https://www.econbiz.de/10011436733
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Integrated structural approach to Credit Value Adjustment
Ballotta, Laura; Fusai, Gianluca; Marazzina, Daniele - In: European journal of operational research : EJOR 272 (2019) 3, pp. 1143-1157
Persistent link: https://www.econbiz.de/10011942867
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Social collateral, soft information and online peer-to-peer lending : a theoretical model
Liu, Zhengchi; Shang, Jennifer; Wu, Shin-yi; Chen, Peiyu - In: European journal of operational research : EJOR 281 (2020) 2, pp. 428-438
Persistent link: https://www.econbiz.de/10012153689
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A bi-level programming approach for global investment strategies with financial intermediation
Benita, Francisco; López-Ramos, Francisco; Nasini, Stefano - In: European journal of operational research : EJOR 274 (2019) 1, pp. 375-390
Persistent link: https://www.econbiz.de/10011990077
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Hedging with automatic liquidation and leverage selection on bitcoin futures
Alexander, Carol; Deng, Jun; Zou, Bin - In: European journal of operational research : EJOR 306 (2023) 1, pp. 478-493
Persistent link: https://www.econbiz.de/10014278033