An analysis of risk for defaultable bond portfolios
Year of publication: |
2007
|
---|---|
Authors: | Guo, Hongtao ; Wu, Guojun ; Xiao, Zhijie |
Published in: |
Journal of Risk Finance. - Emerald Group Publishing. - Vol. 8.2007, March, 2, p. 166-185
|
Publisher: |
Emerald Group Publishing |
Subject: | Autogressive processes | Bonds | Risk analysis |
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