Journal of Computational and Applied Mathematics · 2018 · 17 citations · 13 references
Optimal Investment RisksEconomicsFinancial Risk ManagementManagementBackup SecurityBusinessAsset AllocationPortfolio ManagementPortfolio AllocationFinanceCapital StructureOptimal Investment SecurityFinancial Crisis
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Dynamic Asset Allocation with Event Risk
Jun Liu, Francis A. Longstaff, Jun Pan · The Journal of Finance · 2003 · 439 citations · Full text