A portfolio theory of defaultable bonds and its empirical validation
von Dirk A. Schubert
| Year of publication: |
2004
|
|---|---|
| Authors: | Schubert, Dirk A. |
| Subject: | Portfolio-Management | Portfolio selection | Anleihe | Bond | Kreditrisiko | Credit risk | Schätzung | Estimation | Theorie | Theory | USA | United States | Regressionsanalyse | Junk bond | Portfolio Selection | Risiko | Messung | Capital-Asset-Pricing-Modell |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | XII, 256 S graph. Darst |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis |
| Language: | English |
| Thesis: | Bonn, Univ., Diss., 2004 |
| Classification: | Methoden und Techniken der Betriebswirtschaft ; Mathematische Statistik |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10002212131