Portfolio optimization with a defaultable security (Q2643672): Difference between revisions
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| Property / cites work: A stochastic calculus model of continuous trading: Complete markets / rank | |||
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| Property / cites work: DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS / rank | |||
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| Property / cites work: OPTIMAL PORTFOLIOS WITH DEFAULTABLE SECURITIES A FIRM VALUE APPROACH / rank | |||
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| Property / cites work: Q4936390 / rank | |||
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Revision as of 14:16, 26 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio optimization with a defaultable security |
scientific article |
Statements
Portfolio optimization with a defaultable security (English)
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27 August 2007
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portfolio optimization
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defaultable security
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credit risk
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recovery of market value
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