Pages that link to "Item:Q5464333"
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The following pages link to DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS (Q5464333):
Displaying 10 items.
- The cost of operational risk loss insurance (Q541592) (← links)
- How to invest optimally in corporate bonds: a reduced-form approach (Q844585) (← links)
- Analyses of mortgage-backed securities based on unobservable prepayment cost processes (Q853854) (← links)
- Asset allocation with contagion and explicit bankruptcy procedures (Q999740) (← links)
- Managing risks from climate impacted hazards -- the value of investment flexibility under uncertainty (Q1744490) (← links)
- Optimal portfolio and consumption selection with default risk (Q1946970) (← links)
- Online-Retail Supply Chain Optimization with Credit Period and Selling Price-Dependent Demand (Q6053489) (← links)
- Pricing contingent convertibles with idiosyncratic risk (Q6053640) (← links)
- The no-arbitrage pricing of non-traded assets (Q6076760) (← links)
- Bond portfolio optimization with long-range dependent credits (Q6175328) (← links)