Stochastic Optimization for Portfolios Consisting of Corporate Bonds in an Integrated Market and Credit Risk Framework
| Year of publication: |
2011
|
|---|---|
| Authors: | Papanikolaou, Nikolaos E. |
| Publisher: |
[2011]: [S.l.] : SSRN |
| Subject: | Kreditrisiko | Credit risk | Portfolio-Management | Portfolio selection | Unternehmensanleihe | Corporate bond | Theorie | Theory | Stochastischer Prozess | Stochastic process | Risikomanagement | Risk management | Mathematische Optimierung | Mathematical programming |
| Description of contents: |
High credit spreads in 20 ...
|
| Extent: | 1 Online-Ressource (120 p) |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 1, 2010 erstellt |
| Other identifiers: | 10.2139/ssrn.1738569 [DOI] |
| Classification: | C02 - Mathematical Methods ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; G11 - Portfolio Choice ; G20 - Financial Institutions and Services. General ; N20 - Financial Markets and Institutions. General, International, or Comparative ; Y40 - Dissertations (unclassified) |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013131576