Optimization of Fire Sales and Borrowing in Systemic Risk.
Maxim BichuchZachary FeinsteinPublished in: SIAM J. Financial Math. (2019)
Keyphrases
- optimization algorithm
- optimization method
- optimization process
- case study
- decision making
- constrained optimization
- optimization problems
- portfolio optimization
- optimization methods
- risk management
- combinatorial optimization
- multi objective
- risk factors
- optimization procedure
- high risk
- joint optimization
- optimization strategies
- search algorithm