Pages that link to "Item:Q844585"
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The following pages link to How to invest optimally in corporate bonds: a reduced-form approach (Q844585):
Displaying 12 items.
- The costs of suboptimal dynamic asset allocation: general results and applications to interest rate risk, stock volatility risk, and growth/value tilts (Q413330) (← links)
- What is the impact of stock market contagion on an investor's portfolio choice? (Q659101) (← links)
- Dynamic credit investment in partially observed markets (Q889624) (← links)
- Optimal investment in a defaultable bond (Q941018) (← links)
- Asset allocation with contagion and explicit bankruptcy procedures (Q999740) (← links)
- Partial information about contagion risk, self-exciting processes and portfolio optimization (Q1994368) (← links)
- Optimal investment in credit derivatives portfolio under contagion risk (Q2831003) (← links)
- Large-Scale Loan Portfolio Selection (Q2957455) (← links)
- Scenario-based dynamic corporate bond portfolio management (Q3165703) (← links)
- Portfolio Optimization for Credit-Risky Assets under Marshall–Olkin Dependence (Q5108928) (← links)
- Credit portfolio selection with decaying contagion intensities (Q5743120) (← links)
- A stochastic gradient descent algorithm to maximize power utility of large credit portfolios under Marshall-Olkin dependence (Q6187725) (← links)