Default risk and diversification: Theory and empirical implications

Robert A. Jarrow, David Lando, Fan Yu

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

Emneord

@article{df27e740ddf211db84f6000ea68e967b,

title = "Default risk and diversification: Theory and empirical implications",

keywords = "Kreditderivater, Erhvervsobligationer, Kreditrisiko",

author = "Jarrow, {Robert A.} and David Lando and Fan Yu",

year = "2005",

doi = "10.1111/j.0960-1627.2005.00208.x",

language = "English",

volume = "15",

pages = "1--26",

journal = "Mathematical Finance",

issn = "0960-1627",

publisher = "Wiley",

number = "1",

}

TY - JOUR

T1 - Default risk and diversification

T2 - Theory and empirical implications

AU - Jarrow, Robert A.

AU - Lando, David

AU - Yu, Fan

PY - 2005

Y1 - 2005

KW - Kreditderivater

KW - Erhvervsobligationer

KW - Kreditrisiko

U2 - 10.1111/j.0960-1627.2005.00208.x

DO - 10.1111/j.0960-1627.2005.00208.x

M3 - Journal article

SN - 0960-1627

VL - 15

SP - 1

EP - 26

JO - Mathematical Finance

JF - Mathematical Finance

IS - 1

ER -