Optimal portfolio with defaultable bonds under default correlation

BIAN Shi-bo, LIU Hai-long

Systems Engineering - Theory & Practice ›› 2013, Vol. 33 ›› Issue (3) : 569-576.

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中国科学院数学与系统科学研究院期刊网
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Systems Engineering - Theory & Practice ›› 2013, Vol. 33 ›› Issue (3) : 569-576. DOI: 10.12011/1000-6788(2013)3-569

Optimal portfolio with defaultable bonds under default correlation

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2013, 33(3): 569-576 https://doi.org/10.12011/1000-6788(2013)3-569

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