@article{risksensitivecreditportfoliooptimization,
  title = {Risk-Sensitive Credit Portfolio Optimization under Partial Information and Contagion Risk},
  author = {Lijun Bo and Huafu Liao and Xiang Yu},
  year = {2019},
  eprint = {1905.08004},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/1905.08004v4},
}