Lecture Notes in Economics and Mathematical Systems - Optimal Portfolios with Stochastic Interest Rates and Defaultable Assets
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Published By Springer Berlin Heidelberg

9783540212300, 9783642170416

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Optimal Portfolios with Defaultable Assets — A Firm Value Approach

Lecture Notes in Economics and Mathematical Systems - Optimal Portfolios with Stochastic Interest Rates and Defaultable Assets ◽

10.1007/978-3-642-17041-6_5 ◽

2004 ◽

pp. 115-163 ◽

Cited By ~ 2

Author(s):

Holger Kraft

Keyword(s):

Firm Value ◽

Optimal Portfolios

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Optimal Portfolios with Stochastic Interest Rates

Lecture Notes in Economics and Mathematical Systems - Optimal Portfolios with Stochastic Interest Rates and Defaultable Assets ◽

10.1007/978-3-642-17041-6_2 ◽

2004 ◽

pp. 21-69 ◽

Cited By ~ 1

Author(s):

Holger Kraft

Keyword(s):

Interest Rates ◽

Stochastic Interest Rates ◽

Optimal Portfolios ◽

Stochastic Interest

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Elasticity Approach to Portfolio Optimization

Lecture Notes in Economics and Mathematical Systems - Optimal Portfolios with Stochastic Interest Rates and Defaultable Assets ◽

10.1007/978-3-642-17041-6_3 ◽

2004 ◽

pp. 71-98

Author(s):

Holger Kraft

Keyword(s):

Portfolio Optimization

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Barrier Derivatives with Curved Boundaries

Lecture Notes in Economics and Mathematical Systems - Optimal Portfolios with Stochastic Interest Rates and Defaultable Assets ◽

10.1007/978-3-642-17041-6_4 ◽

2004 ◽

pp. 99-113

Author(s):

Holger Kraft

Keyword(s):

Curved Boundaries

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Preliminaries from Stochastics

Lecture Notes in Economics and Mathematical Systems - Optimal Portfolios with Stochastic Interest Rates and Defaultable Assets ◽

10.1007/978-3-642-17041-6_1 ◽

2004 ◽

pp. 1-19

Author(s):

Holger Kraft

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