Pages that link to "Item:Q3178759"

The following pages link to An Optimization View of Financial Systemic Risk Modeling: Network Effect and Market Liquidity Effect (Q3178759):

Displaying 30 items.

• An optimization model for minimizing systemic risk (Q829210) (← links)
• Systemic risk mitigation in financial networks (Q1657505) (← links)
• Financial contagion and asset liquidation strategies (Q1728164) (← links)
• Strategic fire-sales and price-mediated contagion in the banking system (Q1755425) (← links)
• Optimization in curbing risk contagion among financial institutes (Q1797111) (← links)
• Modeling and mathematical analysis of liquidity risk contagion in the banking system (Q2162399) (← links)
• A repo model of fire sales with VWAP and LOB pricing mechanisms (Q2239974) (← links)
• Price mediated contagion through capital ratio requirements with VWAP liquidation prices (Q2242406) (← links)
• Optimal intervention under stress scenarios: a case of the Korean financial system (Q2294313) (← links)
• The joint impact of bankruptcy costs, fire sales and cross-holdings on systemic risk in financial networks (Q2296100) (← links)
• Impact of contingent payments on systemic risk in financial networks (Q2323337) (← links)
• Capital regulation under price impacts and dynamic financial contagion (Q2333022) (← links)
• The effects of leverage requirements and fire sales on financial contagion via asset liquidation strategies in financial networks (Q2409061) (← links)
• How is systemic risk amplified by three typical financial networks (Q2676166) (← links)
• Sensitivity of the Eisenberg--Noe Clearing Vector to Individual Interbank Liabilities (Q3122068) (← links)
• Preface to the Special Issue on Systemic Risk: Models and Mechanisms (Q3178756) (← links)
• Joint effects of the liability network and portfolio overlapping on systemic financial risk: contagion and rescue (Q5014206) (← links)
• Suffocating Fire Sales (Q5029933) (← links)
• The impact of CoCo bonds on systemic risk considering liquidity risk (Q5068097) (← links)
• Market Efficient Portfolios in a Systemic Economy (Q5080636) (← links)
• Pricing of Debt and Equity in a Financial Network with Comonotonic Endowments (Q5106355) (← links)
• Obligations with Physical Delivery in a Multilayered Financial Network (Q5215984) (← links)
• Optimization of Fire Sales and Borrowing in Systemic Risk (Q5742495) (← links)
• Contingent Convertible Obligations and Financial Stability (Q5886362) (← links)
• On some extended mixed integer optimization models of the Eisenberg–Noe model in systemic risk management (Q6092540) (← links)
• Multivariate stress scenario selection in interbank networks (Q6094494) (← links)
• Optimal network compression (Q6106794) (← links)
• Clustering heterogeneous financial networks (Q6196293) (← links)
• On the unification of centralized and decentralized clearing mechanisms in financial networks (Q6568751) (← links)
• Measuring financial systemic risk: net liability clearing mechanism and contagion effect (Q6595015) (← links)