On some extended mixed integer optimization models of the Eisenberg–Noe model in systemic risk management-Reference-Cited by-同舟云学术

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

Published:2021-02-03 Issue:6 Volume:28 Page:3014-3037
ISSN:0969-6016
Container-title:International Transactions in Operational Research
language:en
Short-container-title:Intl. Trans. in Op. Res.

Author:

Dong Zhi‐Long¹^ORCID,Peng Jiming²,Xu Fengmin¹^ORCID,Dai Yu‐Hong³

Affiliation:

1. School of Economics and Finance Xi'an Jiaotong University Xi'an Shaanxi 710061 China

2. Department of Industrial Engineering University of Houston Houston 77204 USA

3. Academy of Mathematics and Systems Science Chinese Academy of Sciences Beijing Beijing 100190 China

Funder

National Science Foundation

National Natural Science Foundation of China

Publisher

Wiley

Subject

Management of Technology and Innovation,Management Science and Operations Research,Strategy and Management,Computer Science Applications,Business and International Management

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/itor.12939

Reference29 articles.

1. Systemic Risk and Stability in Financial Networks

2. Financial Contagion

3. Rollover risk, network structure and systemic financial crises

4. Coefficient strengthening: a tool for reformulating mixed-integer programs

5. Bernard B. Capponi A. Stiglitz J.E. 2017.Bail‐ins and bail‐outs: incentives connectivity and systemic stability. Technical Report National Bureau of Economic Research Cambridge MA.

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