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Risk Sensitive Portfolio Optimization with Default Contagion and Regime-Switching

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Title of Paper:Risk Sensitive Portfolio Optimization with Default Contagion and Regime-Switching

Journal:SIAM Journal on Control and Optimization

Indexed by:Article

Document Type:J

Volume:57

Issue:1

Page Number:366-401

Translation or Not:No

Date of Publication:2019-11-13

Included Journals:SCI

Date:2021-12-13

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