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Portfolio Choice with Market-Credit Risk Dependencies

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Title of Paper:Portfolio Choice with Market-Credit Risk Dependencies

Journal:SIAM Journal on Control and Optimization

Indexed by:Article

Discipline:Natural Science

First-Level Discipline:Mathematics

Document Type:J

Translation or Not:No

Included Journals:SCI

Links to Published Journals:https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3198376

Date:2018-07-13

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