Robust Risk Quantification via Shock Propagation in Financial Networks.

Dohyun Ahn Nan Chen Kyoung-Kuk Kim

Published in: Oper. Res. (2024)

Keyphrases

risk management
decision making
portfolio optimization
genetic algorithm
social networks
data sets
computationally efficient
community structure
network analysis
portfolio selection
database
multiscale
complex networks
robust estimation
credit risk
financial crisis