Portfolio optimization of credit risky bonds : a semi-Markov process approach
Year of publication: |
2020
|
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Authors: | Pasricha, Puneet ; Selvamuthu, Dharmaraja ; D'Amico, Guglielmo ; Manca, Raimondo |
Published in: |
Financial innovation : FIN. - Heidelberg : SpringerOpen, ISSN 2199-4730, ZDB-ID 2824759-0. - Vol. 6.2020, 25, p. 1-14
|
Subject: | Semi-Markov process | Credit ratings | Credit risky bonds | Portfolio optimization | Min-max absolute deviation | Theorie | Theory | Portfolio-Management | Portfolio selection | Kreditwürdigkeit | Credit rating | Kreditrisiko | Credit risk | Anleihe | Bond |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1186/s40854-020-00186-1 [DOI] hdl:10419/237209 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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