Portfolio choices and VaR constraint with a defaultable asset Emilio Barucci Andrea Cosso - Barucci - Document - PDFSEARCH.IO

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	Portfolio choices and VaR constraint with a defaultable asset Emilio Barucci Andrea Cosso Add to Reading List Document Date: 2011-01-17 04:56:56 Open Document File Size: 605,65 KB Share Result on Facebook Company Cox / / IndustryTerm bank / / Organization Emilio Barucci Andrea Cosso Department of Mathematics Department / Politecnico di Milano / / Person Shin / Adrian / Emilio Barucci Andrea Cosso / / Position trader / RT / CEV model for the asset price / / SocialTag Hyperbolic absolute risk aversion Utility Business Natural deduction Structure Finance Decision theory Economics

Portfolio choices and VaR constraint with a defaultable asset Emilio Barucci Andrea CossoAdd to Reading List