Computation of Systemic Risk Measures: A Mixed-Integer Programming Approach
Published Online:22 Sep 2023https://doi.org/10.1287/opre.2021.0040
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Volume 71, Issue 6
November-December 2023
Pages iii-vii, 1925-2396, C2-C3
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- Received:January 17, 2021
- Accepted:July 05, 2023
- Published Online:September 22, 2023
Copyright © 2023, INFORMS
Cite as
Çağın Ararat, Nurtai Meimanjan (2023) Computation of Systemic Risk Measures: A Mixed-Integer Programming Approach. Operations Research 71(6):2130-2145.
https://doi.org/10.1287/opre.2021.0040
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The authors thank the anonymous referees and the editors whose comments guided them in preparing the current version of the manuscript with major improvements compared with earlier versions.
