Work

Integrating Market Risk and Credit Risk: A Dynamic Asset Allocation Perspective

Year: 2002

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.302648

Author: Yuanfeng Hou

Institution: University of Hong Kong

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1572725641

Cites: 81

Cited by: 20

Related to: 10