Firm heterogeneity and credit risk diversification

Journal of Empirical Finance

Volumn 15, Issue 4, 2008, Pages 583-612

  Hanson, Samuel G ^a   Pesaran, M Hashem ^b,c   Schuermann, Til ^d,e  

^a HARVARD BUSINESS SCHOOL   (United States)

^b UNIVERSITY OF CAMBRIDGE   (United Kingdom)

^c School of Pharmacy   (United States)

^d FEDERAL RESERVE BANK OF NEW YORK   (United States)

^e UNIVERSITY OF PENNSYLVANIA   (United States)

Author keywords

Correlated defaults; Factor models; Portfolio choice; Risk management

Indexed keywords

EID: 46149115416     PISSN: 09275398     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jempfin.2007.11.002     Document Type: Article

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