Stochastic portfolio optimization with default risk

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Publication:1759911

DOI10.1016/J.JMAA.2012.07.058zbMath1263.91043OpenAlexW2011480464MaRDI QIDQ1759911

Xuewei Yang, Yong Jin Wang, Li Jun Bo

Publication date: 22 November 2012

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2012.07.058




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