Default risk and diversification: Theory and empirical implications

Robert A. Jarrow, David Lando, Fan Yu

Research output: Contribution to journalJournal articleResearchpeer-review

Original languageEnglish
JournalMathematical Finance
Volume15
Issue number1
Pages (from-to)1-26
Number of pages26
ISSN0960-1627
DOIs
Publication statusPublished - 2005

Cite this

Jarrow, Robert A. ; Lando, David ; Yu, Fan. / Default risk and diversification : Theory and empirical implications. In: Mathematical Finance. 2005 ; Vol. 15, No. 1. pp. 1-26.
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language = "English",
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}

Default risk and diversification : Theory and empirical implications. / Jarrow, Robert A.; Lando, David; Yu, Fan.

In: Mathematical Finance, Vol. 15, No. 1, 2005, p. 1-26.

Research output: Contribution to journalJournal articleResearchpeer-review

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

VL - 15

SP - 1

EP - 26

JO - Mathematical Finance

JF - Mathematical Finance

SN - 0960-1627

IS - 1

ER -