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Filtering for risk assessment of interbank network
Simaan, Majeed; Gupta, Aparna; Kar, Koushik - In: European journal of operational research : EJOR 280 (2020) 1, pp. 279-294
Persistent link: https://www.econbiz.de/10012132392
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Learning risk culture of banks using news analytics
Agarwal, Arvind; Gupta, Aparna; Kumar, Arun; … - In: European journal of operational research : EJOR 277 (2019) 2, pp. 770-783
Persistent link: https://www.econbiz.de/10012022134
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A simulation-based method for estimating systemic risk measures
Ye, Wuyi; Zhou, Yi; Chen, Pengzhan; Wu, Bin - In: European journal of operational research : EJOR 313 (2024) 1, pp. 312-324
Persistent link: https://www.econbiz.de/10014456563
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Risk analysis beyond vulnerability and resilience : characterizing the defensibility of critical systems
Bier, Vicki M.; Gutfraind, Alexander - In: European journal of operational research : EJOR 276 (2019) 2, pp. 626-636
Persistent link: https://www.econbiz.de/10012003623
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Hedge fund systemic risk signals
Savona, Roberto - In: European journal of operational research : EJOR 236 (2014) 1, pp. 282-291
Persistent link: https://www.econbiz.de/10010361715
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A repo model of fire sales with VWAP and LOB pricing mechanisms
Bichuch, Maxim; Feinstein, Zachary - In: European journal of operational research : EJOR 296 (2022) 1, pp. 353-367
Persistent link: https://www.econbiz.de/10012820174
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Capital regulation under price impacts and dynamic financial contagion
Feinstein, Zachary - In: European journal of operational research : EJOR 281 (2020) 2, pp. 449-463
Persistent link: https://www.econbiz.de/10012153704
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Reducing estimation risk using a Bayesian posterior distribution approach : application to stress testing mortgage loan default
Wang, Zheqi; Crook, Jonathan N.; Andreeva, Galina - In: European journal of operational research : EJOR 287 (2020) 2, pp. 725-738
Persistent link: https://www.econbiz.de/10012293945
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Systemic risk elicitation : using causal maps to engage stakeholders and build a comprehensive view of risks
Ackermann, Fran; Howick, Susan; Quigley, John; Walls, Lesley - In: European journal of operational research : EJOR 238 (2014) 1, pp. 290-299
Persistent link: https://www.econbiz.de/10010398782
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Impact of compensation structure and managerial incentives on bank risk taking
Francis, Bill B.; Gupta, Aparna; Hasan, Iftekhar - In: European journal of operational research : EJOR 242 (2015) 2, pp. 651-676
Persistent link: https://www.econbiz.de/10010491635