Optimal portfolio choice with crash and default risk
Lukas Müller
| Year of publication: |
2022
|
|---|---|
| Authors: | Müller, Lukas |
| Subject: | constrained optimization | crash | default | minimum constant portfolio | Optimal portfolios | worst-case scenario | Portfolio-Management | Portfolio selection | Theorie | Theory | Kreditrisiko | Credit risk | Finanzkrise | Financial crisis | Mathematische Optimierung | Mathematical programming | Insolvenz | Insolvency |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S0219024922500236 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013371220