Atlanta, GA 30332
United States
Georgia Institute of Technology
SSRN RANKINGS
in Total Papers Downloads
systemic risk, network flows, contagion, clearing
Basel3, bank planning, bank optimization
Basel III, Planning, Linear Programming, Capital Ratio, Leverage Ratio, LCR, NSFR
Systemic risk, network model, bank lending channel, credit crunch
clearing prices, electricity markets, energy market coupling, congestion management, day-ahead auctions, mixed-integer programming
Liquidity management, liquidity center location problem, facility location problem, real options
Alternative risk transfer, cat bonds, industry loss warranties, pricing approaches, risk-neutral valuation
expected logarithmic utility, optimization, SQP, outer approximation, kelly criterion, geometric mean maximization, discrete decisions