An axiomatic approach to systemic risk
Chen Chen, Garud Iyengar; Ciamac C. Moallemi
| Year of publication: |
2013
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| Authors: | Chen, Chen ; Iyengar, Garud ; Moallemi, Ciamac C. |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 59.2013, 6, p. 1373-1388
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| Subject: | systemic risk | risk measures | contagion | risk attribution | Systemrisiko | Systemic risk | Risiko | Risk | Risikomaß | Risk measure | Finanzkrise | Financial crisis | Theorie | Theory | Bankrisiko | Bank risk | Messung | Measurement | Ansteckungseffekt | Contagion effect | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009777035