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~isPartOf:"Working papers / University of Connecticut, Department of Economics"
~source:"econis"
~subject:"Kreditderivat"
~subject:"Portfolio selection"
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Kreditderivat
Portfolio selection
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The effects of credit risk on dynamic portfolio management : a new computational approach
Dunbar, Kwamie
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2009
Persistent link: https://www.econbiz.de/10003867013
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Solving the non-linear dynamic asset allocation problem : effects of arbitrary stochastic processes and unsystematic risk on the super efficient portfolio space
Dunbar, Kwamie
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2009
Persistent link: https://www.econbiz.de/10003867015
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US corporate default swap valuation : the market liquidity hypothesis and autonomous credit risk
Dunbar, Kwamie
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2007
Persistent link: https://www.econbiz.de/10003474194
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