On some extended mixed integer optimization models of the Eisenberg–Noe model in systemic risk management

DOI10.1111/itor.12939OpenAlexW3127768094MaRDI QIDQ6092540

Yu-Hong Dai, Zhi-Long Dong, Jiming Peng, Feng-Min Xu

Publication date: 23 November 2023

Published in: International Transactions in Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/itor.12939

zbMATH Keywords

mixed integer programmingfinancial networksystemic riskcoefficient strengtheningsequential linear optimization

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

Cites Work

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• Technical and managerial efficiency assessment of European banks using a conditional nonparametric approach

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