Partial information about contagion risk, self-exciting processes and portfolio optimization (Q1994368)
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scientific article; zbMATH DE number 6970300
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Partial information about contagion risk, self-exciting processes and portfolio optimization |
scientific article; zbMATH DE number 6970300 |
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Partial information about contagion risk, self-exciting processes and portfolio optimization (English)
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1 November 2018
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asset allocation
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contagion
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nonlinear filtering
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hidden state
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self-exciting processes
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