Risk-Sensitive Asset Management and Cascading Defaults

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Risk-Sensitive Asset Management and Cascading Defaults

Birge, John R., Bo, Lijun, Capponi, Agostino
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Language:
english
Journal:
Mathematics of Operations Research
DOI:
10.1287/moor.2017.0856
Date:
July, 2017
File:
PDF, 716 KB
english, 2017
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