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Portfolio optimization of credit risky bonds: a semi-Markov process approach

Published Online: 2020-05-22

Published Print: 2020-12

Authors

Pasricha, Puneet

Selvamuthu, Dharmaraja

D’Amico, Guglielmo

Manca, Raimondo
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Text and Data Mining valid from 2020-05-22

Version of Record valid from 2020-05-22
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Article History

Received: 20 May 2019

Accepted: 8 May 2020

First Online: 22 May 2020

Competing interests

: The authors declare that they have no competing interests

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