"Risk-Sensitive Asset Management and Cascading Defaults."

John R. Birge, Lijun Bo, Agostino Capponi (2018)

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DOI: 10.1287/MOOR.2017.0856

access: closed

type: Journal Article

metadata version: 2021-10-14

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John R. Birge, Lijun Bo, Agostino Capponi:
Risk-Sensitive Asset Management and Cascading Defaults. Math. Oper. Res. 43(1): 1-28 (2018)

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