Portfolio optimization in a defaultable market under incomplete information (Q1938900)
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scientific article; zbMATH DE number 6138705
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio optimization in a defaultable market under incomplete information |
scientific article; zbMATH DE number 6138705 |
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Portfolio optimization in a defaultable market under incomplete information (English)
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25 February 2013
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portfolio optimization
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partial information
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credit risk
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dynamic programming
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robust solutions
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