Portfolio Choice with Market--Credit-Risk Dependencies (Q4582831)
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scientific article; zbMATH DE number 6925076
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Portfolio Choice with Market--Credit-Risk Dependencies |
scientific article; zbMATH DE number 6925076 |
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Portfolio Choice with Market--Credit-Risk Dependencies (English)
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24 August 2018
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investment/consumption problem
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stochastic factors
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martingale method
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credit risk
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recursive system of PDEs
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0.9126816
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0.9046532
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0.8998741
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0.8904604
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0.88515365
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0.8848512
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0.8783278
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0.8780271
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0.87753457
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0.8765643
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