Entries of Tilke, Stephan on the publication server
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2006
Tilke, Stephan
(2006)
Reducing Asset Weights' Volatility by Importance Sampling in Stochastic Credit Portfolio Optimization.
Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft 417,
Working Paper.
Tilke, Stephan
(2006)
Reducing Asset Weights’ Volatility by Importance Sampling in Stochastic Credit Portfolio Optimization.
Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft 417,
Working Paper.