Optimal portfolios with defaultable securities a firm value approach
Year of publication: |
2003
|
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Authors: | Korn, Ralf ; Kraft, Holger |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 6.2003, 8, p. 793-819
|
Subject: | Portfolio-Management | Portfolio selection | Kreditrisiko | Credit risk | Insolvenz | Insolvency | Theorie | Theory | Unternehmenswert | Firm value |
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