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~isPartOf:"The journal of fixed income"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Insolvency"
~subject:"Portfolio selection"
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Insolvency
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Corporate bond
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Longstaff, Francis A.
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The journal of fixed income
Working paper / National Bureau of Economic Research, Inc.
Journal of banking & finance
18
Journal of financial economics
11
Finance research letters
10
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
10
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9
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7
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7
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NBER working paper series
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Pacific-Basin finance journal
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The journal of portfolio management : a publication of Institutional Investor
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Financial markets and portfolio management
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International journal of theoretical and applied finance
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International review of financial analysis
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
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In search of systematic risk and the idiosyncratic volatility puzzle in the corporate bond market
Bai, Jennie
;
Bali, Turan G.
;
Wen, Quan
-
2019
Persistent link: https://www.econbiz.de/10012056808
Saved in:
2
Factor investing in corporate bond markets : enhancing efficacy through diversification and purification!
Heckel, Thomas
;
Amghar, Zine
;
Haik, Isaac
;
Laplénie, …
- In:
The journal of fixed income
29
(
2020
)
3
,
pp. 6-21
Persistent link: https://www.econbiz.de/10012253506
Saved in:
3
The risk parity principle applied to a corporate bond index
Stagnol, Lauren
- In:
The journal of fixed income
27
(
2017
)
1
,
pp. 27-48
Persistent link: https://www.econbiz.de/10011697747
Saved in:
4
Sentiment and corporate bond valuations before and after the onset of the credit crisis
Huang, Jing-Zhi
;
Rossi, Marco
;
Wang, Yuan
- In:
The journal of fixed income
25
(
2015
)
1
,
pp. 34-57
Persistent link: https://www.econbiz.de/10011399822
Saved in:
5
Insolvency resolution and the missing high yield bond markets
Becker, Bo
;
Josephson, Jens
-
2013
Persistent link: https://www.econbiz.de/10010188575
Saved in:
6
A model-based approach to constructing corporate bond portfolios
Li, Zan
;
Zhang, Jing
;
Crossen, Christopher
- In:
The journal of fixed income
22
(
2012
)
2
,
pp. 57-71
Persistent link: https://www.econbiz.de/10009670711
Saved in:
7
Inferring default probabilities from credit spreads
Benzschawel, Terry
;
Assing, Andrew
- In:
The journal of fixed income
21
(
2012
)
4
,
pp. 13-24
Persistent link: https://www.econbiz.de/10009670765
Saved in:
8
Macroeconomic effects of corporate default crises : a long-term perspective
Giesecke, Kay
;
Longstaff, Francis A.
;
Schaefer, Stephen M.
-
2012
Persistent link: https://www.econbiz.de/10009516751
Saved in:
9
Corporate yield spreads: default risk or liquidity? : new evidence from the credit-default swap market
Longstaff, Francis A.
;
Mithal, Sanjay
;
Neis, Eric
-
2004
Persistent link: https://www.econbiz.de/10002022642
Saved in:
10
Modeling ultimate loss given default on corporate debt
Jacobs, Michael <Jr.>
;
Karagozoglu, Ahmet K.
- In:
The journal of fixed income
21
(
2011
)
1
,
pp. 6-20
Persistent link: https://www.econbiz.de/10009314976
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