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subject:"Portfolio selection"
~isPartOf:"International journal of theoretical and applied finance"
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Portfolio selection
Credit derivative
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Kreditderivat
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Credit risk
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Kreditrisiko
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Theorie
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Theory
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Derivat
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Derivative
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counterparty risk
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credit default swap
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credit default swaps
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Kim, Sung Ik
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International journal of theoretical and applied finance
Journal of banking & finance
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Research paper series / Swiss Finance Institute
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The journal of credit risk : published quarterly by Incisive Media
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Working papers in economics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Review of derivatives research
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The journal of structured finance
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Journal of financial stability
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SFB 649 discussion paper
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The journal of fixed income
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Alternative investments and strategies : credit, derivatives, CPPI, investments, risk
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Essays on the determinants of corporate bond yield spreads
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Financial series
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Asia-Pacific financial markets
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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1
Factor copula model for portfolio credit risk
Kim, Sung Ik
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012652691
Saved in:
2
A spread-return mean-reverting model for credit spread dynamics
O'Donoghue, Brendan
;
Peacock, Matthew
;
Lee, Jacky
; …
- In:
International journal of theoretical and applied finance
17
(
2014
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10010364761
Saved in:
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