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~isPartOf:"The journal of fixed income"
~person:"Altman, Edward I."
~person:"Jacobs, Michael <Jr.>"
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Altman, Edward I.
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The journal of fixed income
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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Portfolio and risk management for central banks and sovereign wealth funds : proceedings of a joint conference organised by the BIS, the ECB and the World Bank in Basel, 2 - 3 November 2010, Banking
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ECONIS (ZBW)
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Bank capital and new regulatory requirements for risks in trading portfolios
Inanoglu, Hulusi
;
Jacobs, Michael <Jr.>
;
Karagozoglu, …
- In:
The journal of fixed income
23
(
2014
)
4
,
pp. 71-88
Persistent link: https://www.econbiz.de/10010388870
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2
A simple empirical model of equity-implied probabilities of default
Altman, Edward I.
;
Fargher, Neil
;
Kalotay, Egon
- In:
The journal of fixed income
20
(
2010/11
)
3
,
pp. 71-85
Persistent link: https://www.econbiz.de/10008858607
Saved in:
3
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
Saved in:
4
Including defaulted bonds in the capital market asset spectrum
Reilly, Frank K.
;
Wright, David J.
;
Altman, Edward I.
- In:
The journal of fixed income
8
(
1998
)
3
,
pp. 33-48
Persistent link: https://www.econbiz.de/10001364562
Saved in:
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