OPTIMAL PORTFOLIOS WITH DEFAULTABLE SECURITIES A FIRM VALUE APPROACH (Q5696877)
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scientific article; zbMATH DE number 2216253
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTIMAL PORTFOLIOS WITH DEFAULTABLE SECURITIES A FIRM VALUE APPROACH |
scientific article; zbMATH DE number 2216253 |
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OPTIMAL PORTFOLIOS WITH DEFAULTABLE SECURITIES A FIRM VALUE APPROACH (English)
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19 October 2005
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optimal portfolios
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credit risk
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elasticity
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duration
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