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

Nan Chen
Corresponding Author
Nan Chen
[email protected]
Department of Systems Engineering and Engineering Management, The Chinese University of Hong Kong, Hong Kong
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,
Xin Liu
Xin Liu
[email protected]
Business College, Yangzhou University, Yangzhou, Jiangsu Province, China
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,
David D. Yao
David D. Yao
[email protected]
Department of Industrial Engineering and Operations Research, Columbia University, New York, New York 10027
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Nan Chen

Corresponding Author

Nan Chen

[email protected]

Department of Systems Engineering and Engineering Management, The Chinese University of Hong Kong, Hong Kong

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Xin Liu

[email protected]

Business College, Yangzhou University, Yangzhou, Jiangsu Province, China

Search for more papers by this author

David D. Yao

[email protected]

Department of Industrial Engineering and Operations Research, Columbia University, New York, New York 10027

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Published Online:19 May 2016https://doi.org/10.1287/opre.2016.1497

Supplemental Material

opre.2016.1497-sm.pdf (2 MB)

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Volume 64, Issue 5

September-October 2016

Pages ii-iii, 1053-1176

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Received:September 01, 2014
Accepted:March 01, 2016
Published Online:May 19, 2016

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

https://doi.org/10.1287/opre.2016.1497

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