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 |
| 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 |
Online Resource
| 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