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Optimal portfolios with a loan dependent credit spread
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2002
Report
Title
Optimal portfolios with a loan dependent credit spread
Author(s)
Krekel, M.
Publisher
Fraunhofer ITWM
Publishing Place
Kaiserslautern
DOI
10.24406/publica-fhg-291529
File(s)
032.pdf (406.29 KB)
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Rights
Under Copyright
Language
English
Fraunhofer-Institut für Techno- und Wirtschaftsmathematik ITWM