Xiangrong Jin

Ecole Polytechnique Fédérale de Lausanne - Ecole Polytechnique Fédérale de Lausanne

40, Boulevard du Pont-d'Arve

40, Bd du Pont-d'Arve

1211 Geneva 4, CH-6900

Switzerland

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Optimal Investment with Default Risk

FAME Research Paper No. 46
Number of pages: 42 Posted: 19 Apr 2003
Xiangrong Jin and Yuanfeng Hou
Ecole Polytechnique Fédérale de Lausanne - Ecole Polytechnique Fédérale de Lausanne and The University of Hong Kong - School of Economics and Finance
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Citation 3

Abstract:

Default Risk, Corporate Bond, Asset Allocation, Welfare Analysis