Reaching nirvana with a defaultable asset?
type: Item
instance of: scholarly article
title: Reaching nirvana with a defaultable asset?
zbMATH Open document ID: 1398.91502
author: Anna Battauz
author: Marzia De Donno
author: Alessandro Sbuelz
published in: Decisions in Economics and Finance
publication date: 2018-01-31T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 91B32
Mathematics Subject Classification ID: 60G44
zbMATH DE Number: 6833074
zbMATH Keywords: dynamic asset allocation
zbMATH Keywords: duality-based optimal portfolio solutions
zbMATH Keywords: convex duality
zbMATH Keywords: non-myopic speculation
zbMATH Keywords: leverage
zbMATH Keywords: investment horizon
zbMATH Keywords: sharpe ratio risk
zbMATH Keywords: reaching for yield
zbMATH Keywords: predictable default risk
MaRDI profile type: Publication
full work available at URL: s10203-017-0192-x
OpenAlex ID: W2170972641
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DOI: 10.1007/S10203-017-0192-X
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description: scientific article; zbMATH DE number 6833074