Pages that link to "Item:Q2083252"
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The following pages link to Risk-sensitive credit portfolio optimization under partial information and contagion risk (Q2083252):
Displaying 4 items.
- 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)
- Discovery of Risk-Return Efficient Structures in Middle-Market Credit Portfolios (Q5445882) (← links)