Implications of correlated default for portfolio allocation to corporate bonds
Mark B. Wise and Vineer Bhansali
| Year of publication: |
2006
|
|---|---|
| Authors: | Wise, Mark B. ; Bhansali, Vineer |
| Published in: |
The credit market handbook : advanced modeling issues. - Hoboken, NJ : Wiley, ISBN 0-471-77862-1. - 2006, p. 165-185
|
| Subject: | Unternehmensanleihe | Corporate bond | Portfolio-Management | Portfolio selection | Kreditrisiko | Credit risk | Korrelation | Correlation | Theorie | Theory | Insolvenz | Insolvency | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003338131