Asset Allocation with Contagion and Explicit Bankruptcy Procedures
Research output: Contribution to journal › Journal article › Research › peer-review
Standard
Asset Allocation with Contagion and Explicit Bankruptcy Procedures. / Steffensen, Mogens; Kraft, Holger.
In: Journal of Mathematical Economics, Vol. 45, No. 1-2, 2009, p. 147-167.Research output: Contribution to journal › Journal article › Research › peer-review
Harvard
Steffensen, M & Kraft, H 2009, 'Asset Allocation with Contagion and Explicit Bankruptcy Procedures', Journal of Mathematical Economics, vol. 45, no. 1-2, pp. 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
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