Optimal investment with counterparty risk : a default-density model approach
Ying Jiao; Huyên Pham
| Year of publication: |
2011
|
|---|---|
| Authors: | Jiao, Ying ; Pham, Huyen |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 15.2011, 4, p. 725-753
|
| Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Kreditrisiko | Credit risk | Risiko | Risk |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009423272