Pages that link to "Item:Q4582831"
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The following pages link to Portfolio Choice with Market--Credit-Risk Dependencies (Q4582831):
Displaying 15 items.
- Asset proportions in optimal portfolios with dependent default risks (Q974807) (← links)
- Credit portfolio risk and asset price cycles (Q1031951) (← links)
- Portfolio optimization under credit risk (Q1424641) (← links)
- Risk-sensitive credit portfolio optimization under partial information and contagion risk (Q2083252) (← links)
- Locally risk-minimizing hedging of counterparty risk for portfolio of credit derivatives (Q2198168) (← links)
- Optimal portfolio problem for an insurer under mean-variance criteria with jump-diffusion stochastic volatility model (Q2698613) (← links)
- Robust Optimization of Credit Portfolios (Q2976139) (← links)
- Risk Sensitive Portfolio Optimization with Default Contagion and Regime-Switching (Q4614935) (← links)
- Portfolio choices and VaR constraint with a defaultable asset (Q4683102) (← links)
- Dynamic analysis of counterparty exposures and netting efficiency of central counterparty clearing (Q5014250) (← 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)
- (Q5449466) (← links)
- Credit portfolio selection with decaying contagion intensities (Q5743120) (← links)
- Optimal risk sharing and dividend strategies under default contagion: a semi-analytical approach (Q6193111) (← links)