Asset allocation with contagion and explicit bankruptcy procedures (Q999740)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Asset allocation with contagion and explicit bankruptcy procedures
scientific article

    Statements

    Asset allocation with contagion and explicit bankruptcy procedures (English)
    0 references
    0 references
    0 references
    10 February 2009
    0 references
    portfolio optimization
    0 references
    liquidation
    0 references
    reorganization
    0 references
    default
    0 references
    finite state Markov chain
    0 references

    Identifiers