"On Portfolio's Default-Risk-Adjusted Duration and Value: Model and ..."

Ping Li et al. (2006)

> Home

Details and statistics

DOI: 10.1007/11944874_20

access: closed

type: Conference or Workshop Paper

metadata version: 2025-01-07

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - conf/wine/LiCHS06
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/conf/wine/LiCHS06
Ping Li, Hou-Sheng Chen, Guangdong Huang, Xiaojun Shi:
On Portfolio's Default-Risk-Adjusted Duration and Value: Model and Algorithm Based on Copulas. WINE 2006: 214-224

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.