Reaching nirvana with a defaultable asset? (Q1693840): Difference between revisions
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Latest revision as of 05:11, 11 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reaching nirvana with a defaultable asset? |
scientific article |
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Reaching nirvana with a defaultable asset? (English)
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31 January 2018
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dynamic asset allocation
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duality-based optimal portfolio solutions
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convex duality
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non-myopic speculation
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leverage
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investment horizon
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sharpe ratio risk
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reaching for yield
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predictable default risk
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