Bond portfolio optimization with long-range dependent credits (Q6175328)
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scientific article; zbMATH DE number 7715836
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Bond portfolio optimization with long-range dependent credits |
scientific article; zbMATH DE number 7715836 |
Statements
Bond portfolio optimization with long-range dependent credits (English)
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21 July 2023
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optimal portfolio
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long memory
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credit risk
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COVID-19 pandemic
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0.7598990797996521
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0.7412145137786865
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0.7411231994628906
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0.7358251214027405
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0.724778950214386
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