OPTIMAL INVESTMENT IN CREDIT DERIVATIVES PORTFOLIO UNDER CONTAGION RISK (Q2831003)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTIMAL INVESTMENT IN CREDIT DERIVATIVES PORTFOLIO UNDER CONTAGION RISK |
scientific article |
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OPTIMAL INVESTMENT IN CREDIT DERIVATIVES PORTFOLIO UNDER CONTAGION RISK (English)
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1 November 2016
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dynamic portfolio optimization
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credit default swaps
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contagion risk
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interacting default intensities
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