About this scholarly article

Quantitative Credit Portfolio Management (Practical Innovations for Measuring and Controlling Liquidity, Spread, and Issuer Concentration Risk) by Dor, Arik Ben; Dynkin, Lev; Hyman, Jay; Phelps, Bruce D. is a scholarly article available to read on EtoBox.

Author

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

Publisher

John Wiley & Sons, Inc.

Published

2015