Portfolio optimization with a defaultable security
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Publication:2643672
DOI10.1007/S10690-007-9037-XzbMATH Open1283.91163OpenAlexW1969833436MaRDI QIDQ2643672FDOQ2643672
Authors: Inwon Jang, Tomasz R. Bielecki 
Publication date: 27 August 2007
Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10690-007-9037-x
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Cites Work
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- A portfolio optimization problem with a corporate bond
- Optimal portfolio and consumption selection with default risk
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