Banks' pooling of corporate debt : an application of the restated diversification theorem
Year of publication: |
January 2015
|
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Authors: | Lundtofte, Frederik |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 31.2015, p. 249-263
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Subject: | Risk pooling | Probability of default | Default correlation | Corporate debt | Theorie | Theory | Insolvenz | Insolvency | Kreditrisiko | Credit risk | Verbindlichkeiten | Unternehmensanleihe | Corporate bond | Kapitalstruktur | Capital structure | Fremdkapital | Debt financing |
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