Portfolio optimization with insider’s initial information and counterparty risk
- 期刊名称Finance and Stochastics
- 作者Hillairet, Caroline; Jiao, Ying
- 卷第19卷
- 期第1期
- 印刷ISSN0949-2984
- 电子ISSN1432-1122
- 文件大小979.18KB
- 发表时间2015-1
- DOI10.1007/s00780-014-0246-7
- 页码109-134
ContentsUzan, C.; Gouy, S.; Morice, P. · Systems Engineering Procedia · 2012
Increase Spillway Capacity using Labyrinth WeirSuprapto, Mamok · Procedia Engineering · 2013
Project Portfolio Selection Using Interactive ApproachNowak, Maciej · Procedia Engineering · 2013
Modal Assurance CriterionPastor, Miroslav; Binda, Michal; Harčarik, Tomáš · Procedia Engineering · 2012
Advances in Low-Temperature (<0.25Tm) Creep Behavior of Single and Two-Phase Titanium AlloysAnkem, Sreeramamurthy; Wyatt, Zane W.; Joost, William · Procedia Engineering · 2013
Damage of Composite MaterialsJollivet, Thomas; Peyrac, Catherine; Lefebvre, Fabien · Procedia Engineering · 2013
PrefaceKatalinic, Branko · Procedia Engineering · 2014
PrefaceChetal, S.C.; Jayakumar, T.; Sandhya, R.; Laha, K.; Mathew, M.D. · Procedia Engineering · 2013