Portfolio optimization with a defaultable security (Q2643672)
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scientific article; zbMATH DE number 5182995
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Portfolio optimization with a defaultable security |
scientific article; zbMATH DE number 5182995 |
Statements
Portfolio optimization with a defaultable security (English)
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27 August 2007
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portfolio optimization
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defaultable security
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credit risk
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recovery of market value
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0.829484224319458
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0.8069591522216797
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0.803497850894928
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0.7973911166191101
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0.7861899733543396
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