Financial contagion and asset liquidation strategies

DOI10.1016/j.orl.2017.01.004zbMath1409.91288arXiv1506.00937OpenAlexW1611799189MaRDI QIDQ1728164

Zachary Feinstein

Publication date: 22 February 2019

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1506.00937

zbMATH Keywords

financial networksystemic riskfinancial contagionfire sales

Mathematics Subject Classification ID

Financial applications of other theories (91G80) Credit risk (91G40)

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Cites Work

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• FIRE SALES FORENSICS: MEASURING ENDOGENOUS RISK
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• Systemic Risk in Financial Systems
• Risk Assessment for Banking Systems
• An Optimization View of Financial Systemic Risk Modeling: Network Effect and Market Liquidity Effect
• Liability Concentration and Systemic Losses in Financial Networks
• Contagion in financial networks
• A First Course in Optimization Theory
• Existence and Uniqueness of Equilibrium Points for Concave N-Person Games
• The Approximation of Fixed Points of a Continuous Mapping
• Set-valued analysis

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