The tail that wags the dog: Integrating credit risk in asset portfolios

Journal of Risk Finance

Volumn 3, Issue 1, 2001, Pages 31-43

  Jobst, Norbert J ^a,b   Zenios, Stavros A ^a,c,d  

^a UNIVERSITY OF CYPRUS   (Cyprus)

^b BRUNEL UNIVERSITY   (United Kingdom)

^c Cyprus International Institute of Management   (Cyprus)

^d UNIVERSITY OF PENNSYLVANIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0005788632     PISSN: 15265943     EISSN: 09657967     Source Type: Journal    
DOI: 10.1108/eb043481     Document Type: Article

References (15)

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