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Quantitative Credit Portfolio Management (Practical Innovations for Measuring and Controlling Liquidity, Spread, and Issuer Concentration Risk) || How Best to Capture the Spread Premium of Corporate Bonds?

Quantitative Credit Portfolio Management (Practical Innovations for Measuring and Controlling Liquidity, Spread, and Issuer Concentration Risk) || How Best to Capture the Spread Premium of Corporate Bonds?

Dor, Arik Ben; Dynkin, Lev; Hyman, Jay; Phelps, Bruce D.

作者Dor, Arik Ben; Dynkin, Lev; Hyman, Jay; Phelps, Bruce D.
文件大小279.37KB
发表时间2012
DOI10.1002/9781119202851.ch12
页码265-293

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