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]
@article{ChenLY16-0,
title = {An Optimization View of Financial Systemic Risk Modeling: Network Effect and Market Liquidity Effect},
author = {Nan Chen and Xin Liu and David D. Yao},
year = {2016},
doi = {10.1287/opre.2016.1497},
url = {http://dx.doi.org/10.1287/opre.2016.1497},
researchr = {https://researchr.org/publication/ChenLY16-0},
cites = {0},
citedby = {0},
journal = {Operations Research},
volume = {64},
number = {5},
pages = {1089-1108},
}