Ordering optimal proportions in the asset allocation problem with dependent default risks

Ka Chun Cheung, Hailiang Yang*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

22 Citations (Scopus)

Fingerprint

Dive into the research topics of 'Ordering optimal proportions in the asset allocation problem with dependent default risks'. Together they form a unique fingerprint.

Mathematics

Economics, Econometrics and Finance