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Clearinghouse margin requirements
Capponi, Agostino; Cheng, W. Allen - In: Operations research 66 (2018) 6, pp. 1542-1558
Persistent link: https://www.econbiz.de/10011971659
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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
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Market efficient portfolios in a systemic economy
Awiszus, Kerstin; Capponi, Agostino; Weber, Stefan - In: Operations research 70 (2022) 2, pp. 715-728
Persistent link: https://www.econbiz.de/10013365768
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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
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Systemic portfolio diversification
Capponi, Agostino; Weber, Marko - In: Operations research 72 (2024) 1, pp. 110-131
Persistent link: https://www.econbiz.de/10014505039
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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