Pages that link to "Item:Q1705168"
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The following pages link to Dynamic investment and counterparty risk (Q1705168):
Displaying 10 items.
- Counterparty risk and funding: immersion and beyond (Q331358) (← links)
- Dynamic investment strategies with demand-side and cost-side risks (Q603054) (← links)
- Dynamic corporate investment and liquidity management under model uncertainty (Q1673427) (← links)
- Robust equilibrium excess-of-loss reinsurance and CDS investment strategies for a mean-variance insurer with ambiguity aversion (Q2273986) (← links)
- Portfolio optimization of credit swap under funding costs (Q2296104) (← links)
- Speculation and Risk Sharing with New Financial Assets* (Q4963004) (← links)
- Dynamic analysis of counterparty exposures and netting efficiency of central counterparty clearing (Q5014250) (← links)
- Variation Margins, Fire Sales, and Information-constrained Optimality (Q5022693) (← links)
- Moment Risks: Investment for Self and for a Firm (Q5118197) (← links)
- Robust non-zero-sum stochastic differential game of two insurers with common shock and CDS transaction (Q6594800) (← links)