Portfolio optimization in a multidimensional structural-default model with a focus on private equity

Marcos Escobar, Peter Hieber, Matthias Scherer, Luis Seco

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@article{7a328594ce714705be4a75764361e54d,

title = "Portfolio optimization in a multidimensional structural-default model with a focus on private equity",

author = "Marcos Escobar and Peter Hieber and Matthias Scherer and Luis Seco",

year = "2011",

month = dec,

doi = "10.3905/jpe.2011.15.1.026",

language = "English",

volume = "15",

pages = "26--35",

journal = "Journal of Private Equity",

issn = "1096-5572",

publisher = "Portfolio Management Research",

number = "1",

}

TY - JOUR

T1 - Portfolio optimization in a multidimensional structural-default model with a focus on private equity

AU - Escobar, Marcos

AU - Hieber, Peter

AU - Scherer, Matthias

AU - Seco, Luis

PY - 2011/12

Y1 - 2011/12

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U2 - 10.3905/jpe.2011.15.1.026

DO - 10.3905/jpe.2011.15.1.026

M3 - Article

AN - SCOPUS:82955193661

SN - 1096-5572

VL - 15

SP - 26

EP - 35

JO - Journal of Private Equity

JF - Journal of Private Equity

IS - 1

ER -