Incorporating transaction costs in credit portfolio optimization : implementation and practical considerations
Year of publication: |
2024
|
---|---|
Authors: | Dor, Arik Ben ; Guan, Jingling |
Published in: |
The journal of fixed income : JFI. - London : IPR Journals, ISSN 2168-8648, ZDB-ID 2048685-6. - Vol. 33.2023, 3, p. 45-62
|
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Transaktionskosten | Transaction costs | Kreditrisiko | Credit risk |
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