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subject:"Portfolio selection"
~isPartOf:"Recent advances in financial engineering 2012 : proceedings of the International Workshop on Finance 2012, the University of Tokyo, Japan, 30-31 October 2012"
~person:"Bielecki, Tomasz R."
~person:"Meyer-Bullerdiek, Frieder"
~subject:"Kapitalmarkttheorie"
~subject:"Portfolio Selection"
~subject:"Repo transactions"
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Portfolio selection
Kapitalmarkttheorie
Portfolio Selection
Repo transactions
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Recent advances in financial engineering 2012 : proceedings of the International Workshop on Finance 2012, the University of Tokyo, Japan, 30-31 October 2012
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A bottom-up dynamic model of portfolio credit risk : part II ; common-shock interpretation, calibration and hedging issues
Bielecki, Tomasz R.
;
Cousin, Areski
;
Crépey, Stéphane
; …
- In:
Recent advances in financial engineering 2012 : …
,
(pp. 51-73)
.
2014
Persistent link: https://www.econbiz.de/10010359906
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