Optimal hedging strategy for risk management on a network-Reference-Cited by-同舟云学术

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Optimal hedging strategy for risk management on a network

Published:2015-02 Issue: Volume:16 Page:31-44
ISSN:1572-3089
Container-title:Journal of Financial Stability
language:en
Short-container-title:Journal of Financial Stability

Author:

Gao Tianjiao,Gupta Aparna,Gulpinar Nalan,Zhu Yun

Publisher

Elsevier BV

Subject

General Economics, Econometrics and Finance,Finance

Reference37 articles.

1. A theory of systemic risk and design of prudential bank regulation;Acharya;J. Financ. Stab.,2009

2. Optimal risk management using options;Ahn;J. Financ.,1999

3. Financial contagion;Allen;J. Polit. Econ.,2000

4. Enhancing shareholder value with corporate risk management;Bartram;Corp. Financ. Rev.,2002

5. Network topology of the interbank market;Boss;Quant. Financ.,2004

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