Systemic Risk-Driven Portfolio Selection
Published Online:7 Jan 2022https://doi.org/10.1287/opre.2021.2234
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Volume 70, Issue 3
May-June 2022
Pages iii-viii, 1293-1952, C2-C3
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- Received:May 25, 2019
- Accepted:October 14, 2021
- Published Online:January 07, 2022
Copyright © 2022, INFORMS
Cite as
Agostino Capponi, Alexey Rubtsov (2022) Systemic Risk-Driven Portfolio Selection. Operations Research 70(3):1598-1612.
https://doi.org/10.1287/opre.2021.2234
Keywords
