Financial networks with intermediation: risk management with variable weights

DOI10.1016/j.ejor.2004.09.035zbMath1107.91305OpenAlexW2022988849MaRDI QIDQ818078

Ke Ke, Anna Nagurney

Publication date: 24 March 2006

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2004.09.035

zbMATH Keywords

variational inequalitiesequilibriumnetworksfinancefinancial intermediationrisk managementmulticriteria decision-making

Mathematics Subject Classification ID

Related Items (9)

Supply chain networks with global outsourcing and quick-response production under demand and cost uncertainty ⋮ Financial interbanking networks resilience under shocks propagation ⋮ Financial networks with socially responsible investing ⋮ The co-evolution of integrated corporate financial networks and supply chain networks with insolvency risk ⋮ A stochastic disaster relief game theory network model ⋮ Supply chain network equilibrium with strategic financial hedging using futures ⋮ An equilibrium model of interbank networks based on variational inequalities ⋮ Dynamic integration and network structure of the EMU sovereign bond markets ⋮ A cooperative bargaining framework for decentralized portfolio optimization

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