Non-Parametric Analysis of Rating Transition and Default Data

Peter Fledelius, David Lando, Jens Perch Nielsen

Research output: Contribution to journalJournal articleResearchpeer-review

LanguageEnglish
JournalJournal of Investment Management
Volume2
Issue number2
Pages71-85
ISSN1545-9144
StatePublished - 2004

Keywords

    Cite this

    Fledelius, Peter ; Lando, David ; Perch Nielsen, Jens. / Non-Parametric Analysis of Rating Transition and Default Data. In: Journal of Investment Management. 2004 ; Vol. 2, No. 2. pp. 71-85
    @article{428ea520c02111db9769000ea68e967b,
    title = "Non-Parametric Analysis of Rating Transition and Default Data",
    keywords = "Kreditrisiko, Renterisiko, Ratings & Rankings, Erhvervsobligationer",
    author = "Peter Fledelius and David Lando and {Perch Nielsen}, Jens",
    year = "2004",
    language = "English",
    volume = "2",
    pages = "71--85",
    journal = "Journal of Investment Management",
    issn = "1545-9144",
    publisher = "Stallion Press",
    number = "2",

    }

    Non-Parametric Analysis of Rating Transition and Default Data. / Fledelius, Peter; Lando, David; Perch Nielsen, Jens.

    In: Journal of Investment Management, Vol. 2, No. 2, 2004, p. 71-85.

    Research output: Contribution to journalJournal articleResearchpeer-review

    TY - JOUR

    T1 - Non-Parametric Analysis of Rating Transition and Default Data

    AU - Fledelius,Peter

    AU - Lando,David

    AU - Perch Nielsen,Jens

    PY - 2004

    Y1 - 2004

    KW - Kreditrisiko

    KW - Renterisiko

    KW - Ratings & Rankings

    KW - Erhvervsobligationer

    M3 - Journal article

    VL - 2

    SP - 71

    EP - 85

    JO - Journal of Investment Management

    T2 - Journal of Investment Management

    JF - Journal of Investment Management

    SN - 1545-9144

    IS - 2

    ER -