Reaching nirvana with a defaultable asset?

Anna Battauz, Marzia De Donno, Alessandro Sbuelz

Year of publication:	2017
Authors:	Battauz, Anna ; De Donno, Marzia ; Sbuelz, Alessandro
Published in:	Decisions in economics and finance : DEF ; a journal of applied mathematics. - Milano : Springer, ISSN 1593-8883, ZDB-ID 2040574-1. - Vol. 40.2017, 1/2, p. 31-52
Subject:	Dynamic asset allocation \| Duality-based optimal portfolio solutions \| Convex duality \| Non-myopic speculation \| Leverage \| Investment horizon \| Sharpe ratio risk \| Reaching for yield \| Predictable default risk \| Portfolio-Management \| Portfolio selection \| Theorie \| Theory \| Kreditrisiko \| Credit risk \| Risiko \| Risk \| Spekulation \| Speculation \| Anlageverhalten \| Behavioural finance \| Kapitaleinkommen \| Capital income \| Prognoseverfahren \| Forecasting model \| Kapitalanlage \| Financial investment \| CAPM

Type of publication:	Article
Type of publication (narrower categories):	Aufsatz in Zeitschrift ; Article in journal
Language:	English
Other identifiers:	10.1007/s10203-017-0192-x [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011997092