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A new approach to measure systemic risk : a bivariate copula model for dependent censored data
Calabrese, Raffaella; Osmetti, Silvia Angela - In: European journal of operational research : EJOR 279 (2019) 3, pp. 1053-1064
Persistent link: https://www.econbiz.de/10012102835
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A theory of multivariate stress testing
Millossovich, Pietro; Tsanakas, Andreas; Wang, Ruodu - In: European journal of operational research : EJOR 318 (2024) 3, pp. 851-866
Persistent link: https://www.econbiz.de/10015048176
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A repo model of fire sales with VWAP and LOB pricing mechanisms
Bichuch, Maxim; Feinstein, Zachary - In: European journal of operational research : EJOR 296 (2022) 1, pp. 353-367
Persistent link: https://www.econbiz.de/10012820174
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Filtering for risk assessment of interbank network
Simaan, Majeed; Gupta, Aparna; Kar, Koushik - In: European journal of operational research : EJOR 280 (2020) 1, pp. 279-294
Persistent link: https://www.econbiz.de/10012132392
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Addressing systemic risk using contingent convertible debt : a network analysis
Gupta, Aparna; Wang, Runzu; Lu, Yueliang - In: European journal of operational research : EJOR 290 (2021) 1, pp. 263-277
Persistent link: https://www.econbiz.de/10012436304
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Optimal network compression
Amini, Hamed; Feinstein, Zachary - In: European journal of operational research : EJOR 306 (2023) 3, pp. 1439-1455
Persistent link: https://www.econbiz.de/10014279832
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Risk measures and their application to staffing nonstationary service systems
Pender, Jamol - In: European journal of operational research : EJOR 254 (2016) 1, pp. 113-126
Persistent link: https://www.econbiz.de/10011503223
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A simulation-based method for estimating systemic risk measures
Ye, Wuyi; Zhou, Yi; Chen, Pengzhan; Wu, Bin - In: European journal of operational research : EJOR 313 (2024) 1, pp. 312-324
Persistent link: https://www.econbiz.de/10014456563
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Hedge fund systemic risk signals
Savona, Roberto - In: European journal of operational research : EJOR 236 (2014) 1, pp. 282-291
Persistent link: https://www.econbiz.de/10010361715
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Risk analysis beyond vulnerability and resilience : characterizing the defensibility of critical systems
Bier, Vicki M.; Gutfraind, Alexander - In: European journal of operational research : EJOR 276 (2019) 2, pp. 626-636
Persistent link: https://www.econbiz.de/10012003623