Xin Liu

The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering & Engineering Management

Shatin, New Territories

Hong Kong

  • The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering & Engineering Management

SCHOLARLY PAPERS

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Scholarly Papers (1)

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An Optimization View of Financial Systemic Risk Modeling: The Network Effect and the Market Liquidity Effect

Number of pages: 56 Posted: 08 Jul 2014 Last Revised: 29 Sep 2014
Nan Chen, Xin Liu and David Yao
The Chinese University of Hong Kong (CUHK), The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering & Engineering Management and Columbia University
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Citation 8

Abstract:

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Systemic risk, contagion, liquidity risk, financial network