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Semi-Markov process,Credit ratings,Credit risky bonds,Portfolio optimization,Min-max absolute deviation
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10.1186/s40854-020-00186-1
Financial Innovation
Financ Innov, doi:10.1186/s40854-020-00186-1
Semi-Markov process
Credit ratings
Credit risky bonds
Portfolio optimization
Min-max absolute deviation
Portfolio optimization of credit risky bonds: a semi-Markov process approach
Puneet Pasricha
Dharmaraja Selvamuthu
Guglielmo D’Amico
Raimondo Manca
2020-05-22T08:33:57+02:00
2020-05-22T08:33:57+02:00
2020-05-21T06:40:33+08:00
LaTeX with hyperref package
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