Computation of Systemic Risk Measures: A Mixed-Integer Programming Approach
Article Properties
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LanguageEnglish
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DOI (url)
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Publication Date2023/11/01
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Journal
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Indian UGC (journal)
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Refrences22
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Çağın Ararat Department of Industrial Engineering, Bilkent University, 06800 Ankara, Turkey; ORCID (unauthenticated)
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Nurtai Meimanjan Institute for Statistics and Mathematics, Vienna University of Economics and Business, 1020 Vienna, Austria ORCID (unauthenticated)
Abstract
Cite
Ararat, Çağın, and Nurtai Meimanjan. “Computation of Systemic Risk Measures: A Mixed-Integer Programming Approach”. Operations Research, vol. 71, no. 6, 2023, pp. 2130-45, https://doi.org/10.1287/opre.2021.0040.
Ararat, Çağın, & Meimanjan, N. (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
Ararat Çağın, Meimanjan N. Computation of Systemic Risk Measures: A Mixed-Integer Programming Approach. Operations Research. 2023;71(6):2130-45.
Journal Categories
Science
Mathematics
Social Sciences
Commerce
Business
Personnel management
Employment management
Technology
Engineering (General)
Civil engineering (General)
Technology
Manufactures
Production management
Operations management
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Refrences
| Title | Journal | Journal Categories | Citations | Publication Date |
|---|---|---|---|---|
| Title | 2017 | |||
| Title | Journal of Global Optimization |
| 1984 | |
| Title | 2017 | |||
| Title | 1985 | |||
| Variational Methods in Partially Ordered Spaces | 2003 |