Pages that link to "Item:Q1946970"
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The following pages link to Optimal portfolio and consumption selection with default risk (Q1946970):
Displaying 16 items.
- Optimal investment and consumption with default risk: HARA utility (Q370878) (← links)
- Optimal investment with counterparty risk: a default-density model approach (Q484210) (← links)
- Asset proportions in optimal portfolios with dependent default risks (Q974807) (← links)
- Stochastic portfolio optimization with default risk (Q1759911) (← links)
- The optimal investment, liability and dividends in insurance (Q2240112) (← links)
- Optimal consumption and investment with insurer default risk (Q2273975) (← links)
- Portfolio optimization with a defaultable security (Q2643672) (← links)
- Optimal trade-off portfolio selection between total risk and maximum relative marginal risk<sup>†</sup> (Q2829556) (← links)
- An optimal portfolio problem in a defaultable market (Q3059692) (← links)
- Valuation and optimal design to defaultable security (Q3419237) (← links)
- Portfolio Choice with Market--Credit-Risk Dependencies (Q4582831) (← links)
- Portfolio choices and VaR constraint with a defaultable asset (Q4683102) (← links)
- Optimal portfolio and consumption subject to multidimensional economic factors (Q4908872) (← links)
- OPTIMAL PORTFOLIO CHOICE WITH CRASH RISK AND MODEL AMBIGUITY (Q5066294) (← links)
- A Risk Extended Version of Merton’s Optimal Consumption and Portfolio Selection (Q5080645) (← links)
- Dynamic Portfolio Optimization with Looping Contagion Risk (Q5742492) (← links)