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Property / DOI: 10.1016/j.jedc.2007.02.001 / rank
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Latest revision as of 05:00, 10 December 2024

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How to invest optimally in corporate bonds: a reduced-form approach
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    How to invest optimally in corporate bonds: a reduced-form approach (English)
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    19 January 2010
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    portfolio optimization
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    stochastic interest rates
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    default risk
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    recovery risk
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    beta distribution
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    joint default factor
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