How to invest optimally in corporate bonds: a reduced-form approach (Q844585)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | How to invest optimally in corporate bonds: a reduced-form approach |
scientific article |
Statements
How to invest optimally in corporate bonds: a reduced-form approach (English)
0 references
19 January 2010
0 references
portfolio optimization
0 references
stochastic interest rates
0 references
default risk
0 references
recovery risk
0 references
beta distribution
0 references
joint default factor
0 references
