Liability Concentration and Systemic Losses in Financial Networks
Published Online:17 Nov 2015https://doi.org/10.1287/opre.2015.1402
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Volume 64, Issue 5
September-October 2016
Pages ii-iii, 1053-1176
Article Information
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- Received:October 01, 2014
- Accepted:May 01, 2015
- Published Online:November 17, 2015
Copyright © 2016, INFORMS
Cite as
Agostino Capponi, Peng-Chu Chen, David D. Yao (2015) Liability Concentration and Systemic Losses in Financial Networks. Operations Research 64(5):1121-1134.
https://doi.org/10.1287/opre.2015.1402
Keywords
