Dynamic asset allocation with credit risk
Year of publication: |
2011
|
---|---|
Authors: | Shibo, Bian ; Zhang, Xiaoyang |
Published in: |
Quantitative financial risk management. - Berlin : Springer, ISBN 978-3-642-26890-8. - 2011, p. 111-121
|
Subject: | Theorie | Theory | Kreditrisiko | Credit risk | Portfolio-Management | Portfolio selection | Kreditderivat | Credit derivative |
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