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Networks of Common Asset Holdings : Aggregation and Measures of Vulnerability

Braverman, Anton - 2014

This paper quantifies the interrelations induced by common asset holdings among financial institutions. A network representation emerges, where nodes represent portfolios and edge weights aggregate the common asset holdings and the liquidity of these holdings. As a building block, we introduce a...

Persistent link: https://www.econbiz.de/10013060769

Networks of common asset holdings : aggregation and measures of vulnerability

Braverman, Anton; Minca, Andreea - In: The journal of network theory in finance 4 (2018) 3, pp. 53-78

Persistent link: https://www.econbiz.de/10012055903

Empty-car routing in ridesharing systems

Braverman, Anton; Dai, J. G.; Liu, Xin; Ying, Lei - In: Operations research 67 (2019) 5, pp. 1437-1452

Persistent link: https://www.econbiz.de/10012107793

On the taylor expansion of value functions

Braverman, Anton; Gurvich, Itai; Huang, Junfei - In: Operations research 68 (2020) 2, pp. 631-654

Persistent link: https://www.econbiz.de/10012213407

High-order steady-state diffusion approximations

Braverman, Anton; Dai, J. G.; Fang, Xiao - In: Operations research 72 (2024) 2, pp. 604-616

Persistent link: https://www.econbiz.de/10014520812