Pages that link to "Item:Q2500790"
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The following pages link to Portfolio problems stopping at first hitting time with application to default risk (Q2500790):
Displaying 14 items.
- How to invest optimally in corporate bonds: a reduced-form approach (Q844585) (← links)
- Dynamic credit investment in partially observed markets (Q889624) (← links)
- Optimal investment and consumption in a Black-Scholes market with Lévy-driven stochastic coefficients (Q930670) (← links)
- Optimal portfolios: new variations of an old theme (Q1031945) (← links)
- Dynamic investment and counterparty risk (Q1705168) (← links)
- Optimal investment and reinsurance for insurers with uncertain time-horizon (Q1718017) (← links)
- Optimal consumption and investment for markets with random coefficients (Q1945049) (← links)
- Portfolio optimization of credit swap under funding costs (Q2296104) (← links)
- OPTIMAL INVESTMENT IN CREDIT DERIVATIVES PORTFOLIO UNDER CONTAGION RISK (Q2831003) (← links)
- Robust Optimization of Credit Portfolios (Q2976139) (← links)
- Sequential $\delta$-Optimal Consumption and Investment for Stochastic Volatility Markets with Unknown Parameters (Q3178724) (← links)
- Buy-and-hold mean-variance portfolios with a random exit strategy (Q4554501) (← links)
- Epstein‐Zin utility maximization on a random horizon (Q6146695) (← links)
- Statistical arbitrage: factor investing approach (Q6201542) (← links)
