Dynamic asset allocation with credit risk
Bian Shibo and Zhang Xiaoyang
| Year of publication: |
2011
|
|---|---|
| Authors: | Shibo, Bian ; Zhang, Xiaoyang |
| Published in: |
Quantitative financial risk management. - Berlin : Springer, ISBN 978-3-642-26890-8. - 2011, p. 111-121
|
| Subject: | Portfolio-Management | Portfolio selection | Kreditrisiko | Credit risk | Theorie | Theory | Hedging | Kreditderivat | Credit derivative |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009301436