Asset Allocation with Contagion and Explicit Bankruptcy Procedures

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Standard

Asset Allocation with Contagion and Explicit Bankruptcy Procedures. / Steffensen, Mogens; Kraft, Holger.

I: Journal of Mathematical Economics, Bind 45, Nr. 1-2, 2009, s. 147-167.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Harvard

Steffensen, M & Kraft, H 2009, 'Asset Allocation with Contagion and Explicit Bankruptcy Procedures', Journal of Mathematical Economics, bind 45, nr. 1-2, s. 147-167.

APA

Steffensen, M., & Kraft, H. (2009). Asset Allocation with Contagion and Explicit Bankruptcy Procedures. Journal of Mathematical Economics, 45(1-2), 147-167.

Vancouver

Steffensen M, Kraft H. Asset Allocation with Contagion and Explicit Bankruptcy Procedures. Journal of Mathematical Economics. 2009;45(1-2):147-167.

Author

Steffensen, Mogens ; Kraft, Holger. / Asset Allocation with Contagion and Explicit Bankruptcy Procedures. I: Journal of Mathematical Economics. 2009 ; Bind 45, Nr. 1-2. s. 147-167.

Bibtex

@article{f7c54be08d1b11df928f000ea68e967b,
title = "Asset Allocation with Contagion and Explicit Bankruptcy Procedures",
author = "Mogens Steffensen and Holger Kraft",
year = "2009",
language = "English",
volume = "45",
pages = "147--167",
journal = "Journal of Mathematical Economics",
issn = "0304-4068",
publisher = "Elsevier",
number = "1-2",

}

RIS

TY - JOUR

T1 - Asset Allocation with Contagion and Explicit Bankruptcy Procedures

AU - Steffensen, Mogens

AU - Kraft, Holger

PY - 2009

Y1 - 2009

M3 - Journal article

VL - 45

SP - 147

EP - 167

JO - Journal of Mathematical Economics

JF - Journal of Mathematical Economics

SN - 0304-4068

IS - 1-2

ER -

ID: 20760853