Portfolio optimization with a defaultable security
Year of publication: |
2007
|
---|---|
Authors: | Bielecki, Tomasz R. ; Jang, Inwon |
Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 13.2006, 2, p. 113-127
|
Subject: | Portfolio-Management | Portfolio selection | Kreditrisiko | Credit risk |
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