Pages that link to "Item:Q1424641"
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The following pages link to Portfolio optimization under credit risk (Q1424641):
Displaying 15 items.
- Credit portfolio risk and asset price cycles (Q1031951) (← links)
- Portfolio diversification in the sovereign credit swap markets (Q1621893) (← links)
- On the simulation of portfolios of interest rate and credit risk sensitive securities (Q1887920) (← links)
- Portfolio optimization of credit swap under funding costs (Q2296104) (← links)
- Integrated portfolio management with options (Q2464233) (← links)
- On hedging the risk of default caused by changes of interest rates (Q2739835) (← links)
- A problem of managing the credit portfolio (Q2773524) (← links)
- Robust Optimization of Credit Portfolios (Q2976139) (← links)
- OPTIMAL CREDIT RATINGS (Q3521605) (← links)
- Portfolio Choice with Market--Credit-Risk Dependencies (Q4582831) (← links)
- Efficient frontier cutoff policies in credit portfolios (Q4658491) (← links)
- Portfolio Optimization for Credit-Risky Assets under Marshall–Olkin Dependence (Q5108928) (← links)
- (Q5301759) (← links)
- Discovery of Risk-Return Efficient Structures in Middle-Market Credit Portfolios (Q5445882) (← links)
- (Q5449466) (← links)