Xin Liu

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

Shatin, New Territories

Hong Kong

SCHOLARLY PAPERS

1

DOWNLOADS

322

CITATIONS

0

Scholarly Papers (1)

1.

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
Downloads 322 (92,743)

Abstract:

Loading...

Systemic risk, contagion, liquidity risk, financial network