Default risk and the effective duration of bonds
David F. Babbel, Craig Merrill, William Panning
| Year of publication: |
[1995]
|
|---|---|
| Authors: | Babbel, David F. |
| Other Persons: | Merrill, Craig (contributor) ; Panning, William H. (contributor) |
| Institutions: | World Bank / Financial Sector Development Dept (contributor) |
| Publisher: |
Washington, D.C : World Bank, Financial Sector Development Dept |
| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Zinsrisiko | Interest rate risk |
| Extent: | Online-Ressource (9, [6] p) ill 28 cm |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | "An earlier version of this paper was presented at the Second Biennial Conference on the financial dynamics of the insurance industry, Salomon Center, New York University "September 1995"--Cover Includes bibliographical references (p. 8-9) |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010525784