Operations research

• 

  Año 2016, Número 5

  • Preface

    • Preface to the Special Issue on Systemic Risk: Models and Mechanisms.

      Rama Cont, Darrell Duffie, Paul Glasserman, Chris Rogers, Fernando Vega-Redondo

      págs. 1053-1055

      

  • Research Articles

    • On the Measurement of Economic Tail Risk.

      Steven Kou, Xianhua Peng

      págs. 1056-1072

      

    • When Micro Prudence Increases Macro Risk: The Destabilizing Effects of Financial Innovation, Leverage, and Diversification.

      Fulvio Corsi, Stefano Marmi, Fabrizio Lillo

      págs. 1073-1088

      

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

      Nan Chen, Xin Liu, David D. Yao

      págs. 1089-1108

      

    • Inhomogeneous Financial Networks and Contagious Links.

      Hamed Amini, Andreea Minca

      págs. 1109-1120

      

    • Liability Concentration and Systemic Losses in Financial Networks.

      Agostino Capponi, Peng-Chu Chen, David D. Yao

      págs. 1121-1134

      

    • To Fully Net or Not to Net: Adverse Effects of Partial Multilateral Netting.

      Hamed Amini, Damir Filipovic, Andreea Minca

      págs. 1135-1142

      

    • Hidden Illiquidity with Multiple Central Counterparties.

      Paul Glasserman, Ciamac C. Moallemi, Kai Yuan

      págs. 1143-1158

      

    • Risk in a Large Claims Insurance Market with Bipartite Graph Structure.

      Oliver Kley, Claudia Klüppelberg, Gesine Reinert

      págs. 1159-1176