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Fixed income risk modeling
Kahn, Ronald N., (2005)
Income uncertainty, substitution effect and relative yield spreads
Xu, Kuan, (1998)
Fixed income risk and return
Beinner, Jonathan, (2003)
Breger, Ludovic, (2006)
Ratings: Market-implied ratings - There has been much debate about the respective merits of credit ratings and market-based indicators. The authors present a new approach that tries to incorporate the benefits on both approaches.
Breger, Ludovic, (2003)
Pricing options on multiple assets
Cheyette, Oren, (1990)