Corporate credit limits for fixed income portfolios
Year of publication: |
2014
|
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Authors: | Taurén, Miikka ; Philips, Thomas |
Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 12.2014, 3, p. 73-89
|
Subject: | Fixed income | portfolio management | credit limits | position limits | trade sizing | position sizing | acceptable loss | credit risk management | Theorie | Theory | Portfolio-Management | Portfolio selection | Kreditrisiko | Credit risk | Anleihe | Bond | Risikomanagement | Risk management |
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