Non-Parametric Analysis of Rating Transition and Default Data

Peter Fledelius, David Lando, Jens Perch Nielsen

Research output: Contribution to journalJournal articleResearchpeer-review

Original languageEnglish
JournalJournal of Investment Management
Volume2
Issue number2
Pages (from-to)71-85
ISSN1545-9144
Publication statusPublished - 2004

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.
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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",

}

Fledelius, P, Lando, D & Perch Nielsen, J 2004, 'Non-Parametric Analysis of Rating Transition and Default Data', Journal of Investment Management, vol. 2, no. 2, pp. 71-85.

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

JF - Journal of Investment Management

SN - 1545-9144

IS - 2

ER -