Pages that link to "Item:Q4683102"
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The following pages link to Portfolio choices and VaR constraint with a defaultable asset (Q4683102):
Displaying 6 items.
- Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model (Q506063) (← links)
- The loss given default of a low-default portfolio with weak contagion (Q903339) (← links)
- Asset proportions in optimal portfolios with dependent default risks (Q974807) (← links)
- Robust non-zero-sum investment and reinsurance game with default risk (Q1757617) (← links)
- VaR constrained asset pricing with relative performance (Q2451394) (← links)
- Portfolio Choice with Market--Credit-Risk Dependencies (Q4582831) (← links)