Persistence in financial connectedness and systemic risk.
Jozef BaruníkMichael EllingtonPublished in: Eur. J. Oper. Res. (2024)
Keyphrases
- risk management
- portfolio optimization
- financial risk
- risk analysis
- decision making
- credit risk
- financial crisis
- risk assessment
- portfolio management
- risk evaluation
- investment decisions
- financial institutions
- connected components
- stock market
- high risk
- portfolio selection
- financial information
- neural network
- risk measures
- minimum risk
- decision trees
- stock price
- decision support system
- database systems
- genetic algorithm
- commercial banks
- financial data
- real time
- artificial neural networks
- multiscale