Bond portfolio optimization with long-range dependent credits
Consider the optimal allocation between money market account and corporate bond fund.
While the money market account is free of credit risk, corporate bonds are defaultable and …
While the money market account is free of credit risk, corporate bonds are defaultable and …
Bond portfolio optimization with long-range dependent credits.
J Yin, HY Wong - Journal of Industrial & Management …, 2023 - search.ebscohost.com
Consider the optimal allocation between money market account and corporate bond fund.
While the money market account is free of credit risk, corporate bonds are defaultable and …
While the money market account is free of credit risk, corporate bonds are defaultable and …
Bond portfolio optimization with long-range dependent credits
J Yin, HY Wong - Journal of Industrial and Management …, 2023 - aimsciences.org
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