Optimal investment with default risk
Yuanfeng Hou ; Xiangrong Jin
| Year of publication: |
2002
|
|---|---|
| Authors: | Hou, Yuanfeng ; Jin, Xiangrong |
| Publisher: |
Geneva : FAME |
| Subject: | Kreditrisiko | Credit risk | Risikoprämie | Risk premium | Hedging | Unternehmensanleihe | Corporate bond | Portfolio-Management | Portfolio selection | Theorie | Theory |
| Extent: | 39 S graph. Darst |
|---|---|
| Series: | Research paper / International Center for Financial Asset Management and Engineering. - Geneva, ZDB-ID 2121038-X. - Vol. 46 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. Internetausg.: http://www.fame.ch/research/papers/RP46b.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001683041