Asset proportions in optimal portfolios with dependent default risks
| Year of publication: |
2008
|
|---|---|
| Authors: | Chen, Zijin ; Hu, Taizhong |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 43.2008, 2, p. 223-226
|