Managing Sovereign Credit Risk in Bond Portfolios
Year of publication: |
2012
|
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Authors: | Bruder, Benjamin |
Other Persons: | Hereil, Pierre (contributor) ; Roncalli, Thierry (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Kreditrisiko | Credit risk | Portfolio-Management | Portfolio selection | Länderrisiko | Country risk | Öffentliche Anleihe | Public bond | Anleihe | Bond | Welt | World | Rentenmarkt | Bond market | Kreditderivat | Credit derivative |
Extent: | 1 Online-Ressource (27 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 15, 2011 erstellt |
Other identifiers: | 10.2139/ssrn.1957050 [DOI] |
Classification: | G11 - Portfolio Choice ; c58 ; C60 - Mathematical Methods and Programming. General ; H63 - Debt; Debt Management |
Source: | ECONIS - Online Catalogue of the ZBW |
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