Ratio-balanced maximum flows

•We consider a bipartite graph with securities on one side and accounts on the other side.•Each security has a value and each account has an exposure.•A security can be used for a subset of the accounts.•The goal is to distribute the securities over the accounts so as to balance the risk.•We show ho...

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Vydané v:	Information processing letters Ročník 150; s. 13 - 17
Hlavní autori:	Akrami, Hannaneh, Mehlhorn, Kurt, Odland, Tommy
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Elsevier B.V 01.10.2019
Predmet:	Finance Graph algorithms Maximum flows Polynomial time Ratio-balanced Ratio-balanced Graph algorithms Finance Maximum flows Polynomial time
ISSN:	0020-0190, 1872-6119
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