An Optimization View of Financial Systemic Risk Modeling: Network Effect and Market Liquidity Effect

Nan Chen, Xin Liu, David D. Yao. An Optimization View of Financial Systemic Risk Modeling: Network Effect and Market Liquidity Effect. Operations Research, 64(5):1089-1108, 2016. [doi]

Authors

Nan Chen

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Xin Liu

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David D. Yao

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