Portfolio optimization with a defaultable security
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Publication:2643672
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Cites work
Cited in
(50)- A portfolio optimization problem with a corporate bond
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- scientific article; zbMATH DE number 1892900 (Why is no real title available?)
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- OPTIMAL PORTFOLIOS WITH DEFAULTABLE SECURITIES A FIRM VALUE APPROACH
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- Portfolio optimization in a defaultable Lévy-driven market model
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