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Journal of economic dynamics & control
OR spectrum : quantitative approaches in management
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ECONIS (ZBW)
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1
The impact of systemic and illiquidity risk on financing with risky collateral
Lillo, Fabrizio
;
Pirino, Davide
- In:
Journal of economic dynamics & control
50
(
2015
),
pp. 180-202
Persistent link: https://www.econbiz.de/10010486947
Saved in:
2
Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction
Di Gangi, Domenico
;
Lillo, Fabrizio
;
Pirino, Davide
- In:
Journal of economic dynamics & control
94
(
2018
),
pp. 117-141
Persistent link: https://www.econbiz.de/10012004377
Saved in:
3
What is the minimal systemic risk in financial exposure networks?
Diem, Christian
;
Pichler, Anton
;
Thurner, Stefan
- In:
Journal of economic dynamics & control
116
(
2020
),
pp. 1-28
Persistent link: https://www.econbiz.de/10012503232
Saved in:
4
Profit maximization with bankruptcy and variable scale
Radner, Roy
- In:
Journal of economic dynamics & control
22
(
1998
)
6
,
pp. 849-867
Persistent link: https://www.econbiz.de/10001237959
Saved in:
5
Distribution of bankruptcy time in a consumption/portfolio problem
Presman, Ernst
- In:
Journal of economic dynamics & control
20
(
1996
)
1
,
pp. 471-477
Persistent link: https://www.econbiz.de/10001190598
Saved in:
6
Envelope condition method with an application to default risk models
Arellano, Cristina
;
Maliar, Lilia
;
Maliar, Serguei
; …
- In:
Journal of economic dynamics & control
69
(
2016
),
pp. 436-459
Persistent link: https://www.econbiz.de/10011708605
Saved in:
7
Contagion and risk-sharing on the inter-bank market
Ladley, Dan
- In:
Journal of economic dynamics & control
37
(
2013
)
7
,
pp. 1384-1400
Persistent link: https://www.econbiz.de/10009751158
Saved in:
8
Optimization of capacity expansion in potential-driven networks including multiple looping : a comparison of modelling approaches
Lenz, Ralf
;
Becker, Kai Helge
- In:
OR spectrum : quantitative approaches in management
44
(
2022
)
1
,
pp. 179-224
Persistent link: https://www.econbiz.de/10013172688
Saved in:
9
Dynamic industry uncertainty networks and the business cycle
Baruník, Jozef
;
Bevilacqua, Mattia
;
Faff, Robert W.
- In:
Journal of economic dynamics & control
159
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014532383
Saved in:
10
A distributionally robust chance-constrained model for humanitarian relief network design
Jiang, Zhenlong
;
Ji, Ran
;
Dong, Zhijie
- In:
OR spectrum : quantitative approaches in management
45
(
2023
)
4
,
pp. 1153-1195
Persistent link: https://www.econbiz.de/10014519060
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