Pages that link to "Item:Q999740"
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The following pages link to Asset allocation with contagion and explicit bankruptcy procedures (Q999740):
Displaying 14 items.
- What is the impact of stock market contagion on an investor's portfolio choice? (Q659101) (← links)
- Dynamic credit investment in partially observed markets (Q889624) (← links)
- Optimal portfolio and consumption selection with default risk (Q1946970) (← links)
- Partial information about contagion risk, self-exciting processes and portfolio optimization (Q1994368) (← links)
- Pandemic portfolio choice (Q2083972) (← links)
- Asset price-GDP cross feedback. The role of dividend policies in a dynamic setting (Q2094505) (← links)
- OPTIMAL INVESTMENT IN CREDIT DERIVATIVES PORTFOLIO UNDER CONTAGION RISK (Q2831003) (← links)
- ASSET ALLOCATION AND ASSET PRICING IN THE FACE OF SYSTEMIC RISK: A LITERATURE OVERVIEW AND ASSESSMENT (Q2892981) (← links)
- Large-Scale Loan Portfolio Selection (Q2957455) (← links)
- Robust Optimization of Credit Portfolios (Q2976139) (← links)
- Risk Sensitive Portfolio Optimization with Default Contagion and Regime-Switching (Q4614935) (← links)
- Optimal Investment Under Information Driven Contagious Distress (Q5737638) (← links)
- OPTIMAL PORTFOLIO CHOICE WITH CRASH AND DEFAULT RISK (Q5866980) (← links)
- A stochastic gradient descent algorithm to maximize power utility of large credit portfolios under Marshall-Olkin dependence (Q6187725) (← links)
