Pages that link to "Item:Q844585"

The following pages link to How to invest optimally in corporate bonds: a reduced-form approach (Q844585):

Displaying 10 items.

• The costs of suboptimal dynamic asset allocation: general results and applications to interest rate risk, stock volatility risk, and growth/value tilts (Q413330) (← links)
• What is the impact of stock market contagion on an investor's portfolio choice? (Q659101) (← links)
• Dynamic credit investment in partially observed markets (Q889624) (← links)
• Asset allocation with contagion and explicit bankruptcy procedures (Q999740) (← links)
• Partial information about contagion risk, self-exciting processes and portfolio optimization (Q1994368) (← links)
• OPTIMAL INVESTMENT IN CREDIT DERIVATIVES PORTFOLIO UNDER CONTAGION RISK (Q2831003) (← links)
• Large-Scale Loan Portfolio Selection (Q2957455) (← links)
• Portfolio Optimization for Credit-Risky Assets under Marshall–Olkin Dependence (Q5108928) (← links)
• Credit portfolio selection with decaying contagion intensities (Q5743120) (← links)
• A stochastic gradient descent algorithm to maximize power utility of large credit portfolios under Marshall-Olkin dependence (Q6187725) (← links)