Information and optimal investment in defaultable assets
Giulia di Nunno and Steffen Sjursen
| Year of publication: |
2014
|
|---|---|
| Authors: | Di Nunno, Giulia ; Sjursen, Steffen |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 17.2014, 8, p. 1-27
|
| Subject: | Information | optimal portfolio | default risk | insider | forward integrals | Portfolio-Management | Portfolio selection | Theorie | Theory | Kreditrisiko | Credit risk | Asymmetrische Information | Asymmetric information | Insolvenz | Insolvency |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010498826