Vulnerability analysis of the financial network
Aein Khabazian, Jiming Peng
| Year of publication: |
2019
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|---|---|
| Authors: | Khabazian, Aein ; Peng, Jiming |
| 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. 65.2019, 7, p. 3302-3321
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| Subject: | financial network | systemic risk | linear optimization | sensitivity analysis | (in)feasibility analysis | stochastic optimization | probability | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Systemrisiko | Systemic risk | Stochastischer Prozess | Stochastic process | Unternehmensnetzwerk | Business network | Sensitivitätsanalyse | Sensitivity analysis | Finanzsektor | Financial sector | Finanzkrise | Financial crisis | Risiko | Risk | Risikomaß | Risk measure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/mnsc.2018.3106 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012039993