Optimal Credit Investment with Borrowing Costs (Q5739155)

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scientific article; zbMATH DE number 6725593
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Optimal Credit Investment with Borrowing Costs
scientific article; zbMATH DE number 6725593

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    Optimal Credit Investment with Borrowing Costs (English)
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    2 June 2017
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    portfolio decisions
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    borrowing costs
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    credit risk
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    dynamic programming equation
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