Portfolio choices and VaR constraint with a defaultable asset (Q4683102)
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scientific article; zbMATH DE number 6939304
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio choices and VaR constraint with a defaultable asset |
scientific article; zbMATH DE number 6939304 |
Statements
Portfolio choices and VaR constraint with a defaultable asset (English)
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19 September 2018
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VaR
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optimal portfolio
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regulation
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CEV
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