Narrow search
Showing 1 - 10 of 552
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Optimal time-varying flows on congested networks
Carey, Malachy - In: Operations research 35 (1987) 1, pp. 58-69
Persistent link: https://www.econbiz.de/10003509170
Cover Image
Technical note-branch-and-price-and-cut approach to the robust network design problem without flow bifurcations
Lee, Chungmok; Lee, Kyungsik; Park, Kyungchul; Park, Sungsoo - In: Operations research 60 (2012) 3, pp. 604-610
Persistent link: https://www.econbiz.de/10009575358
Cover Image
A general attraction model and sales-based linear program for network revenue management under customer choice
Gallego, Guillermo; Ratliff, Richard; Shebalov, Sergey - In: Operations research 63 (2015) 1, pp. 212-232
Persistent link: https://www.econbiz.de/10010519493