Long Run Credit Risk Diversification : Empirical Decomposition of Corporate Bond
Year of publication: |
2010
|
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Authors: | Sun, David S. ; LIn, William T. ; Nieh, Chien Chung |
Publisher: |
[S.l.] : SSRN |
Subject: | Unternehmensanleihe | Corporate bond | Kreditrisiko | Credit risk | Portfolio-Management | Portfolio selection | Schätzung | Estimation | Risikomanagement | Risk management | Dekompositionsverfahren | Decomposition method | Welt | World |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Review of Securities and Futures Markets, Vol. 20, No. 2, 2008 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 15, 2008 erstellt Volltext nicht verfügbar |
Classification: | C32 - Time-Series Models ; E4 - Money and Interest Rates ; G13 - Contingent Pricing; Futures Pricing ; G33 - Bankruptcy; Liquidation |
Source: | ECONIS - Online Catalogue of the ZBW |
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