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

Puneet Pasricha, Dharmaraja Selvamuthu, Guglielmo D’Amico, Raimondo Manca

Open source

DOI: 10.1186/s40854-020-00186-1
Published: 2020-05-22
Container: Financial Innovation
Publisher: Springer Science and Business Media LLC
Open access: unknown

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Cite this work

BibTeX

@article{allodium:10.1186/s40854-020-00186-1,
  title = {Portfolio optimization of credit risky bonds: a semi-Markov process approach},
  author = {Puneet Pasricha and Dharmaraja Selvamuthu and Guglielmo D’Amico and Raimondo Manca},
  year = {2020},
  journal = {Financial Innovation},
  doi = {10.1186/s40854-020-00186-1},
  url = {https://doi.org/10.1186/s40854-020-00186-1}
}

RIS

TY  - JOUR
TI  - Portfolio optimization of credit risky bonds: a semi-Markov process approach
AU  - Puneet Pasricha
AU  - Dharmaraja Selvamuthu
AU  - Guglielmo D’Amico
AU  - Raimondo Manca
PY  - 2020
JO  - Financial Innovation
DO  - 10.1186/s40854-020-00186-1
UR  - https://doi.org/10.1186/s40854-020-00186-1
ER  -

APA

Pasricha, P., Selvamuthu, D., D’Amico, G., & Manca, R. (2020). Portfolio optimization of credit risky bonds: a semi-Markov process approach. Financial Innovation. https://doi.org/10.1186/s40854-020-00186-1

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crossref · retrieved 2026-11-10T14:35:10.681Z