Default risk and cross section of returns
Year of publication: |
2019
|
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Authors: | Cakici, Nusret ; Chatterjee, Sris ; Chen, Ren-Raw |
Published in: |
Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 12.2019, 2/95, p. 1-15
|
Subject: | risk management | default risk | option pricing | Risikomanagement | Risk management | Kreditrisiko | Credit risk | Optionspreistheorie | Option pricing theory | CAPM | Risikoprämie | Risk premium | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Risiko | Risk | Insolvenz | Insolvency |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/jrfm12020095 [DOI] hdl:10419/238962 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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