Dynamic asset allocation with default and systemic risks
Alessandro Sbuelz
| Year of publication: |
[2018]
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|---|---|
| Authors: | Sbuelz, Alessandro |
| Published in: |
Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets. - Cham : Springer Nature, ISBN 978-3-319-61318-5. - 2018, p. 241-250
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| Subject: | Strategic asset allocation | Investment-horizon effects | Investment opportunity set | Default risk | Systemic risk | Arbitrage-free markets | Risk premia | Jump-diffusive processes | Portfolio-Management | Portfolio selection | Theorie | Theory | Systemrisiko | Risikoprämie | Risk premium | CAPM | Kreditrisiko | Credit risk | Kapitalanlage | Financial investment | Finanzmarkt | Financial market | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/978-3-319-61320-8_11 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011898643