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Operations Research

Volume 64 · Issue 5

October 201611 articles

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

Nan Chen · Xin Liu · David D. Yao

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October 2016pp. 1089-1108DOI: 10.1287/opre.2016.1497 ↗

Editorial Board

Authors not recorded

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October 2016pp. C2-C3DOI: 10.1287/opre.2016.eb.v64n5 ↗

Hidden Illiquidity with Multiple Central Counterparties

Paul Glasserman · Ciamac C. Moallemi · Kai Yuan

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October 2016pp. 1143-1158DOI: 10.1287/opre.2015.1420 ↗

In This Issue

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October 2016pp. ii-iiiDOI: 10.1287/opre.2016.1563 ↗

Inhomogeneous Financial Networks and Contagious Links

Hamed Amini · Andreea Minca

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October 2016pp. 1109-1120DOI: 10.1287/opre.2016.1540 ↗

Liability Concentration and Systemic Losses in Financial Networks

Agostino Capponi · Peng-Chu Chen · David D. Yao

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October 2016pp. 1121-1134DOI: 10.1287/opre.2015.1402 ↗

On the Measurement of Economic Tail Risk

Steven Kou · Xianhua Peng

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October 2016pp. 1056-1072DOI: 10.1287/opre.2016.1539 ↗

Preface to the Special Issue on Systemic Risk: Models and Mechanisms

Rama Cont · Darrell Duffie · Paul Glasserman · Chris Rogers · Fernando Vega-Redondo

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October 2016pp. 1053-1055DOI: 10.1287/opre.2016.1562 ↗

Risk in a Large Claims Insurance Market with Bipartite Graph Structure

Oliver Kley · Claudia Klüppelberg · Gesine Reinert

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October 2016pp. 1159-1176DOI: 10.1287/opre.2016.1502 ↗

To Fully Net or Not to Net: Adverse Effects of Partial Multilateral Netting

Hamed Amini · Damir Filipović · Andreea Minca

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October 2016pp. 1135-1142DOI: 10.1287/opre.2015.1414 ↗

When Micro Prudence Increases Macro Risk: The Destabilizing Effects of Financial Innovation, Leverage, and Diversification

Fulvio Corsi · Stefano Marmi · Fabrizio Lillo

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October 2016pp. 1073-1088DOI: 10.1287/opre.2015.1464 ↗