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Mathematics of operations research
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Robust optimization of credit portfolios
Bo, Lijun
;
Capponi, Agostino
- In:
Mathematics of operations research
42
(
2017
)
1
,
pp. 30-56
Persistent link: https://www.econbiz.de/10011654555
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Optimal credit investment with borrowing costs
Bo, Lijun
;
Capponi, Agostino
- In:
Mathematics of operations research
42
(
2017
)
2
,
pp. 546-575
Persistent link: https://www.econbiz.de/10011684545
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3
Risk-sensitive asset management and cascading defaults
Birge, John R.
;
Bo, Lijun
;
Capponi, Agostino
- In:
Mathematics of operations research
43
(
2018
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011818644
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4
Power forward performance in semimartingale markets with stochastic integrated factors
Bo, Lijun
;
Capponi, Agostino
;
Zhou, Chao
- In:
Mathematics of operations research
48
(
2023
)
1
,
pp. 288-312
Persistent link: https://www.econbiz.de/10014312552
Saved in:
5
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
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