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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Capponi, Agostino"
~subject:"Frankreich"
~subject:"Portfolio selection"
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Portfolio selection
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Optimal investment in credit derivatives portfolio under contagion risk
Bo, Lijun
;
Capponi, Agostino
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 785-834
Persistent link: https://www.econbiz.de/10011583805
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