Asset allocation with contagion and explicit bankruptcy procedures (Q999740)
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scientific article; zbMATH DE number 5505576
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Asset allocation with contagion and explicit bankruptcy procedures |
scientific article; zbMATH DE number 5505576 |
Statements
Asset allocation with contagion and explicit bankruptcy procedures (English)
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10 February 2009
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portfolio optimization
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liquidation
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reorganization
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default
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finite state Markov chain
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0.7541444897651672
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0.7363973259925842
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0.73055100440979
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0.7303466796875
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0.7265427708625793
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