Tracking bond indices in an integrated market and credit risk environment (Q4647251): Difference between revisions

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-Stavros A. Zenios
@@ Property / author: Stavros A. Zenios / rank @@
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@@ Property / author @@
+Stavros A. Zenios
@@ Property / author: Stavros A. Zenios / rank @@
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+FortMP
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+https://doi.org/10.1088/1469-7688/3/2/306
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+W2066020502
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@@ Property / cites work @@
+Credit risk optimization with conditional Value-at-Risk criterion
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@@ Property / cites work @@
+Credit risk: Modelling, valuation and hedging
@@ Property / cites work: Credit risk: Modelling, valuation and hedging / rank @@
+Normal rank
@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
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@@ Property / cites work @@
+Integrated simulation and optimization models for tracking international fixed income indices
+Normal rank
@@ Property / cites work @@
+On the simulation of portfolios of interest rate and credit risk sensitive securities
+Normal rank
@@ Property / cites work @@
+On Cox processes and credit risky securities
@@ Property / cites work: On Cox processes and credit risky securities / rank @@
+Normal rank
@@ Property / cites work @@
+Capturing the Correlations of Fixed-income Instruments
+Normal rank
@@ Property / cites work @@
+Integrated Simulation and Optimization Models for Tracking Indices of Fixed-Income Securities
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@@ Property / cites work @@
+Dynamic models for fixed-income portfolio management under uncertainty
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@@ links / mardi / name / links / mardi / name @@
+Publication:4647251