An optimization model for minimizing systemic risk
Rosella Castellano, Roy Cerqueti, Gian Paolo Clemente, Rosanna Grassi
| Year of publication: |
2021
|
|---|---|
| Authors: | Castellano, Rosella ; Cerqueti, Roy ; Clemente, Gian Paolo ; Grassi, Rosanna |
| Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9660, ZDB-ID 2389109-9. - Vol. 15.2021, 1, p. 103-129
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| Subject: | Systemic risk | Complex networks | Clustering coefficient | Credit default swaps | Mean absolute deviation | Optimization | Kreditderivat | Credit derivative | Systemrisiko | Kreditrisiko | Credit risk | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11579-020-00279-6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012433633