How to invest optimally in corporate bonds : a reduced-form approach
Holger Kraft and Mogens Steffensen
| Year of publication: |
2005
|
|---|---|
| Authors: | Kraft, Holger ; Steffensen, Mogens |
| Publisher: |
Copenhagen : University of Copenhagen, laboratory of Actuarial Mathematics |
| Subject: | Kreditrisiko | Credit risk | Portfolio-Management | Portfolio selection | Kapitalanlage | Financial investment | Unternehmensanleihe | Corporate bond | Ökonometrisches Modell | Econometric model |
| Extent: | 32 S graph. Darst |
|---|---|
| Series: | Working paper / Laboratory of Actuarial Mathematics, University of Copenhagen. - Copenhagen, ISSN 0902-9885, ZDB-ID 2217970-7. - Vol. 204 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Internetausg.: http://www.act.ku.dk/wop/2005/204.pdf |
| ISBN: | 87-7837-643-6 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003250202