Pages that link to "Item:Q1938900"
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The following pages link to Portfolio optimization in a defaultable market under incomplete information (Q1938900):
Displaying 10 items.
- Equilibrium and precommitment mean-variance portfolio selection problem with partially observed price index and multiple assets (Q2176383) (← links)
- Portfolio optimization in a defaultable Lévy-driven market model (Q2516636) (← links)
- Optional projection under equivalent local martingale measures (Q2697499) (← links)
- Optimal investment in credit derivatives portfolio under contagion risk (Q2831003) (← links)
- Partially informed investors: hedging in an incomplete market with default (Q3449928) (← links)
- Portfolio Choice with Market--Credit-Risk Dependencies (Q4582831) (← links)
- Risk Sensitive Portfolio Optimization with Default Contagion and Regime-Switching (Q4614935) (← links)
- (Q4682148) (← links)
- DYNAMIC PORTFOLIO OPTIMIZATION WITH A DEFAULTABLE SECURITY AND REGIME‐SWITCHING (Q5416702) (← links)
- Dynamic Portfolio Optimization with Looping Contagion Risk (Q5742492) (← links)