The portfolio optimization method based on joint probability of default

LI Handong, ZHANG Yin, ZHANG Rui

Systems Engineering - Theory & Practice ›› 2018, Vol. 38 ›› Issue (3) : 556-564.

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Systems Engineering - Theory & Practice ›› 2018, Vol. 38 ›› Issue (3) : 556-564. DOI: 10.12011/1000-6788(2018)03-0556-09

The portfolio optimization method based on joint probability of default

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2018, 38(3): 556-564 https://doi.org/10.12011/1000-6788(2018)03-0556-09

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