Reaching nirvana with a defaultable asset? (Q1693840)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Reaching nirvana with a defaultable asset? |
scientific article |
Statements
Reaching nirvana with a defaultable asset? (English)
0 references
31 January 2018
0 references
dynamic asset allocation
0 references
duality-based optimal portfolio solutions
0 references
convex duality
0 references
non-myopic speculation
0 references
leverage
0 references
investment horizon
0 references
sharpe ratio risk
0 references
reaching for yield
0 references
predictable default risk
0 references
0 references
0 references
0 references
0 references