Pages that link to "Item:Q2976139"
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The following pages link to Robust Optimization of Credit Portfolios (Q2976139):
Displaying 15 items.
- Robust portfolio optimization: a categorized bibliographic review (Q827129) (← links)
- Recent advancements in robust optimization for investment management (Q1621905) (← links)
- Optimal and admissible programs of credit control (Q1778556) (← links)
- Robust consumption portfolio optimization with stochastic differential utility (Q2065170) (← links)
- Portfolio optimization of credit swap under funding costs (Q2296104) (← links)
- Reduced-form framework under model uncertainty (Q2330468) (← links)
- A problem of managing the credit portfolio (Q2773524) (← 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)
- Life-Cycle Planning with Ambiguous Economics and Mortality Risks (Q5206147) (← links)
- (Q5399859) (← links)
- (Q5455687) (← links)
- Credit portfolio selection with decaying contagion intensities (Q5743120) (← links)