Default risk and diversification : theory and empirical implications
Robert A. Jarrow; David Lando; Fan Yu
| Year of publication: |
2005
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|---|---|
| Authors: | Jarrow, Robert A. ; Lando, David ; Yu, Fan |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 15.2005, 1, p. 1-26
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| Subject: | Unternehmensanleihe | Corporate bond | Kreditrisiko | Credit risk | Risikoprämie | Risk premium | Zinsstruktur | Yield curve | Portfolio-Management | Portfolio selection | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002582739