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Portfolio optimization with a defaultable security - MaRDI portal

Portfolio optimization with a defaultable security (Q2643672)

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scientific article
Language Label Description Also known as
English
Portfolio optimization with a defaultable security
scientific article

    Statements

    title
    Portfolio optimization with a defaultable security (English)
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    author
    Inwon Jang
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    Tomasz R. Bielecki
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    publication date
    27 August 2007
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    zbMATH Keywords
    portfolio optimization
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    defaultable security
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    credit risk
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    recovery of market value
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    Identifiers

    zbMATH DE Number
    5182995
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    OpenAlex ID
    W1969833436
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