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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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Clearinghouse margin requirements
Capponi, Agostino
;
Cheng, W. Allen
- In:
Operations research
66
(
2018
)
6
,
pp. 1542-1558
Persistent link: https://www.econbiz.de/10011971659
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Systemic portfolio diversification
Capponi, Agostino
;
Weber, Marko
- In:
Operations research
72
(
2024
)
1
,
pp. 110-131
Persistent link: https://www.econbiz.de/10014505039
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4
Market efficient portfolios in a systemic economy
Awiszus, Kerstin
;
Capponi, Agostino
;
Weber, Stefan
- In:
Operations research
70
(
2022
)
2
,
pp. 715-728
Persistent link: https://www.econbiz.de/10013365768
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5
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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6
Disruption and rerouting in supply chain networks
Birge, John R.
;
Capponi, Agostino
;
Chen, Peng-Chu
- In:
Operations research
71
(
2023
)
2
,
pp. 750-767
Persistent link: https://www.econbiz.de/10014308636
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