Systemic Risk-Driven Portfolio Selection
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Publication:5095162
DOI10.1287/opre.2021.2234zbMath1497.91229OpenAlexW4205107869MaRDI QIDQ5095162
Agostino Capponi, Alexey N. Rubtsov
Publication date: 5 August 2022
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/opre.2021.2234
Models of societies, social and urban evolution (91D10) Financial networks (including contagion, systemic risk, regulation) (91G45)
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