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Dynamic asset allocation with default and systemic risks
Alessandro Sbuelz
Department of Mathematics for Economic, Financial and Actuarial Sciences (DiMSEFA)
Faculty of Banking, Finance and Insurance Sciences
Academic Field: Statistics and Mathematical Methods For Decisions
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Social Sciences
Investment
100%
Investors
100%
Diffusion
50%
Time
50%
Markets
50%
Portfolio Analysis
50%
Economics, Econometrics and Finance
Investment
100%
Arbitrage
50%
Diffusion
50%
Portfolio Selection
50%
Return
50%
Market
50%