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~isPartOf:"Journal of financial services research : JFSR"
~isPartOf:"The credit derivatives handbook : global perspectives, innovations, and market drivers"
~subject:"Portfolio-Management"
~type:"article"
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Journal of financial services research : JFSR
The credit derivatives handbook : global perspectives, innovations, and market drivers
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Optimal portfolios with credit default swaps
Ambrosini, Giuseppe
;
Menoncin, Francesco
- In:
Journal of financial services research : JFSR
54
(
2018
)
1
,
pp. 81-109
Persistent link: https://www.econbiz.de/10012024972
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2
An asset allocation problem with credit derivatives
Menoncin, Francesco
- In:
The credit derivatives handbook : global perspectives, …
,
(pp. 337-360)
.
2008
Persistent link: https://www.econbiz.de/10003748430
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