//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Finance and stochastics"
~person:"Capponi, Agostino"
~person:"Scaillet, Olivier"
~subject:"Credit risk"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Time-Consistent Mean-Variance...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Credit risk
Default risk
1
Filtering
1
Hidden Markov chain
1
Incomplete information
1
Kreditrisiko
1
Markov chain
1
Markov-Kette
1
Partial information
1
Portfolio selection
1
Portfolio-Management
1
Risk-sensitive control
1
Theorie
1
Theory
1
Unvollkommene Information
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Capponi, Agostino
Scaillet, Olivier
Jiao, Ying
2
Crépey, Stéphane
1
Duffie, Darrell
1
Egami, Masahiko
1
Ehlers, Philippe
1
Farkas, Walter
1
Figueroa-López, José E.
1
Gerhold, Stefan
1
Hillairet, Caroline
1
Kevkhishvili, Rusudan
1
Koch Medina, Pablo
1
Munari, Cosimo
1
Pan, Jun
1
Pascucci, Andrea
1
Pham, Huyen
1
Schmock, Uwe
1
Schönbucher, Philipp J.
1
Song, Shiqi
1
Wang, Ruodu
1
Warnung, Richard
1
Ziegel, Johanna F.
1
more ...
less ...
Published in...
All
Finance and stochastics
Mathematics of operations research
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
1
FAME research paper series
1
FEDS Working Paper
1
Finance and economics discussion series
1
International journal of theoretical and applied finance
1
Journal of banking & finance
1
Journal of financial and quantitative analysis : JFQA
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Dynamic credit investment in partially observed markets
Capponi, Agostino
;
Figueroa-López, José E.
;
Pascucci, …
- In:
Finance and stochastics
19
(
2015
)
4
,
pp. 891-939
Persistent link: https://www.econbiz.de/10011421091
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->