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Capponi, Agostino
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7
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7
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5
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5
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1
Systemic risk-driven portfolio selection
Capponi, Agostino
;
Rubtsov, Alexey
- In:
Operations research
70
(
2022
)
3
,
pp. 1598-1612
Persistent link: https://www.econbiz.de/10013366163
Saved in:
2
Disruption and rerouting in supply chain networks
Birge, John R.
;
Capponi, Agostino
;
Chen, Peng-Chu
- In:
Operations research
71
(
2023
)
2
,
pp. 750-767
Persistent link: https://www.econbiz.de/10014308636
Saved in:
3
A dynamic network model of interbank lending-systemic risk and liquidity provisioning
Capponi, Agostino
;
Sun, Xu
;
Yao, David D.
- In:
Mathematics of operations research
45
(
2020
)
3
,
pp. 1127-1152
Persistent link: https://www.econbiz.de/10012293374
Saved in:
4
Systemic influences on optimal equity-credit investment
Capponi, Agostino
;
Frei, Christoph
- In:
Management science : journal of the Institute for …
63
(
2017
)
8
,
pp. 2756-2771
Persistent link: https://www.econbiz.de/10011741445
Saved in:
5
Liability concentration and systemic losses in financial networks
Capponi, Agostino
;
Chen, Peng-Chu
;
Yao, David D.
- In:
Operations research
64
(
2016
)
5
,
pp. 1121-1134
Persistent link: https://www.econbiz.de/10011594666
Saved in:
6
Default and systemic risk in equilibrium
Capponi, Agostino
;
Larsson, Martin
- In:
Mathematical finance : an international journal of …
25
(
2015
)
1
,
pp. 51-76
Persistent link: https://www.econbiz.de/10011347251
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