The Tail that Wags the Dog: Integrating Credit Risk in...

The Tail that Wags the Dog: Integrating Credit Risk in Asset Portfolios

JOBST, NORBERT J., ZENIOS, STAVROS A.
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Volume:
3
Language:
english
Journal:
The Journal of Risk Finance
DOI:
10.1108/eb043481
Date:
April, 2001
File:
PDF, 472 KB
english, 2001
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