Dynamic Asset Allocation with Event Risk
| Year of publication: |
2003
|
|---|---|
| Authors: | Liu, J. ; Longstaff, F.A. ; Pan, J. |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 2181915. - Vol. 58.2003, 1, p. 231-260
|