An optimization model for minimizing systemic risk

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Cite
Castellano, Rosella, et al. “An Optimization Model for Minimizing Systemic Risk”. Mathematics and Financial Economics, vol. 15, no. 1, 2020, pp. 103-29, https://doi.org/10.1007/s11579-020-00279-6.
Castellano, R., Cerqueti, R., Clemente, G. P., & Grassi, R. (2020). An optimization model for minimizing systemic risk. Mathematics and Financial Economics, 15(1), 103-129. https://doi.org/10.1007/s11579-020-00279-6
Castellano R, Cerqueti R, Clemente GP, Grassi R. An optimization model for minimizing systemic risk. Mathematics and Financial Economics. 2020;15(1):103-29.
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Refrences
Title Journal Journal Categories Citations Publication Date
Financial networks and interconnectedness in an advanced emerging market economy Quantitative Finance
  • Social Sciences: Finance
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Science: Mathematics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 14 2017
Business cycles’ correlation and systemic risk of the Japanese supplier-customer network PLOS ONE
  • Medicine
  • Science
  • Science: Science (General)
 12 2017
Machine Learning and Portfolio Optimization

 Management Science
  • Technology: Manufactures: Production management. Operations management
  • Social Sciences: Commerce: Business: Personnel management. Employment management
  • Social Sciences: Industries. Land use. Labor: Management. Industrial management
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 141 2016
10.1017/S0022109016000259 Journal of Financial and Quantitative Analysis
  • Social Sciences: Finance
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Commerce: Business: Accounting. Bookkeeping
  • Social Sciences: Finance
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 2016
Systemic sovereign credit risk: Lessons from the U.S. and Europe Journal of Monetary Economics
  • Social Sciences: Finance
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Commerce: Business
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 303 2013
Refrences Analysis
Category Category Repetition
Social Sciences: Economic theory. Demography: Economics as a science16
Technology: Engineering (General). Civil engineering (General)11
Social Sciences: Commerce: Business10
Social Sciences: Finance6
Science: Mathematics6
Technology: Manufactures: Production management. Operations management5
Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods3
Social Sciences: Commerce: Business: Accounting. Bookkeeping2
Science: Science (General)2
Science: Physics2
Science: Mathematics: Instruments and machines: Electronic computers. Computer science1
Technology: Electrical engineering. Electronics. Nuclear engineering: Electric apparatus and materials. Electric circuits. Electric networks1
Technology: Mechanical engineering and machinery1
Technology: Electrical engineering. Electronics. Nuclear engineering: Electronics1
Medicine1
Science1
Social Sciences: Statistics1
Social Sciences: Commerce: Business: Personnel management. Employment management1
The category Social Sciences: Economic theory. Demography: Economics as a science 16 is the most frequently represented among the references in this article. It primarily includes studies from Physical Review E The chart below illustrates the number of referenced publications per year.
Refrences used by this article by year
Citations
Title Journal Journal Categories Citations Publication Date
Portfolio decision analysis for pandemic sentiment assessment based on finance and web queries

 Annals of Operations Research
  • Technology: Manufactures: Production management. Operations management
  • Science: Mathematics
  • Technology: Engineering (General). Civil engineering (General)
  • Technology: Engineering (General). Civil engineering (General)
 2024
Generalized coefficients of clustering in (un)directed and (un)weighted networks: An application to systemic risk quantification for cryptocoin markets Communications in Nonlinear Science and Numerical Simulation
  • Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods
  • Science: Mathematics
  • Technology: Engineering (General). Civil engineering (General): Mechanics of engineering. Applied mechanics
  • Science: Physics: Electricity and magnetism: Electricity: Plasma physics. Ionized gases
  • Science: Mathematics
  • Science: Mathematics
  • Science: Physics
 2024
Higher-order assortativity for directed weighted networks and Markov chains European Journal of Operational Research
  • Technology: Manufactures: Production management. Operations management
  • Technology: Technology (General): Industrial engineering. Management engineering
  • Technology: Engineering (General). Civil engineering (General)
 2024
Financial contagion in banking networks with community structure Communications in Nonlinear Science and Numerical Simulation
  • Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods
  • Science: Mathematics
  • Technology: Engineering (General). Civil engineering (General): Mechanics of engineering. Applied mechanics
  • Science: Physics: Electricity and magnetism: Electricity: Plasma physics. Ionized gases
  • Science: Mathematics
  • Science: Mathematics
  • Science: Physics
 4 2023
Does the default pecking order impact systemic risk? Evidence from Brazilian data European Journal of Operational Research
  • Technology: Manufactures: Production management. Operations management
  • Technology: Technology (General): Industrial engineering. Management engineering
  • Technology: Engineering (General). Civil engineering (General)
 2023
Citations Analysis
Category Category Repetition
Science: Mathematics5
Technology: Manufactures: Production management. Operations management4
Technology: Engineering (General). Civil engineering (General)4
Technology: Technology (General): Industrial engineering. Management engineering2
Social Sciences: Finance2
Social Sciences: Economic theory. Demography: Economics as a science2
Social Sciences: Commerce: Business2
Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods2
Technology: Engineering (General). Civil engineering (General): Mechanics of engineering. Applied mechanics2
Science: Physics: Electricity and magnetism: Electricity: Plasma physics. Ionized gases2
Science: Physics2
Social Sciences: Statistics1
The category Science: Mathematics 5 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled Preface to the special issue on systemic risk and financial networks and was published in 2021. The most recent citation comes from a 2024 study titled Generalized coefficients of clustering in (un)directed and (un)weighted networks: An application to systemic risk quantification for cryptocoin markets. This article reached its peak citation in 2024, with 3 citations. It has been cited in 5 different journals. Among related journals, the Communications in Nonlinear Science and Numerical Simulation cited this research the most, with 2 citations. The chart below illustrates the annual citation trends for this article.
Citations used this article by year