Default risk and diversification: Theory and empirical implications

Robert A. Jarrow, David Lando, Fan Yu

Research output: Contribution to journalJournal articleResearchpeer-review

LanguageEnglish
JournalMathematical Finance
Volume15
Issue number1
Pages1-26
Number of pages26
ISSN0960-1627
DOIs
StatePublished - 2005

Keywords

    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
    @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-Blackwell",
    number = "1",

    }

    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 - Mathematical Finance

    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 -