Asset Allocation with Contagion and Explicit Bankruptcy Procedures

16 Citations (Scopus)

Original language	English
Journal	Journal of Mathematical Economics
Volume	45
Issue number	1-2
Pages (from-to)	147-167
Number of pages	21
ISSN	0304-4068
Publication status	Published - 2009

Cite this

@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",

}