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Funding liquidity, debt tenor structure, and creditor’s belief : an exogenous dynamic debt run model
Liang, Gechun; Lütkebohmert-Holtz, Eva; Wei, Wei - In: Mathematics and financial economics 9 (2015) 4, pp. 271-302
Persistent link: https://www.econbiz.de/10011378101
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Constrained portfolio-consumption strategies with uncertain parameters and borrowing costs
Yang, Zhou; Liang, Gechun; Zhou, Chao - In: Mathematics and financial economics 13 (2019) 3, pp. 393-427
Persistent link: https://www.econbiz.de/10012055851
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Robust utility maximizing strategies under model uncertainty and their convergence
Sass, Jörn; Westphal, Dorothee - In: Mathematics and financial economics 16 (2022) 2, pp. 367-397
Persistent link: https://www.econbiz.de/10013167940