Pages that link to "Item:Q5696877"
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The following pages link to OPTIMAL PORTFOLIOS WITH DEFAULTABLE SECURITIES A FIRM VALUE APPROACH (Q5696877):
Displaying 16 items.
- Optimal investment and consumption with default risk: HARA utility (Q370878) (← links)
- How to invest optimally in corporate bonds: a reduced-form approach (Q844585) (← links)
- Optimal portfolios: new variations of an old theme (Q1031945) (← links)
- Non-zero-sum stochastic differential reinsurance and investment games with default risk (Q1681455) (← links)
- Optimal portfolio and consumption selection with default risk (Q1946970) (← links)
- Portfolio optimization of credit swap under funding costs (Q2296104) (← links)
- Robust optimal proportional reinsurance and investment strategy for an insurer with defaultable risks and jumps (Q2423668) (← links)
- Portfolio problems stopping at first hitting time with application to default risk (Q2500790) (← links)
- Portfolio optimization with a defaultable security (Q2643672) (← links)
- OPTIMAL INVESTMENT IN CREDIT DERIVATIVES PORTFOLIO UNDER CONTAGION RISK (Q2831003) (← links)
- An optimal portfolio problem in a defaultable market (Q3059692) (← links)
- Optimal reinsurance and investment problem with default risk and bounded memory (Q3386600) (← links)
- Time-consistent mean–variance proportional reinsurance and investment problem in a defaultable market (Q4643689) (← links)
- Dynamic Portfolio Optimization with Looping Contagion Risk (Q5742492) (← links)
- OPTIMAL PORTFOLIO CHOICE WITH CRASH AND DEFAULT RISK (Q5866980) (← links)
- Epstein‐Zin utility maximization on a random horizon (Q6146695) (← links)
