<?xml version="1.0"?>
<metadata xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns:dc="http://purl.org/dc/elements/1.1/"><dc:title>Modelling credit spreads in large bond portfolios with a dynamic factor model</dc:title><dc:creator>Puglisi,	Giulio Carmelo	(Avtor)
	</dc:creator><dc:creator>Masten,	Igor	(Mentor)
	</dc:creator><dc:subject>capital market</dc:subject><dc:subject>bonds</dc:subject><dc:subject>portfolio</dc:subject><dc:subject>theory</dc:subject><dc:subject>risk</dc:subject><dc:subject>models</dc:subject><dc:subject>data</dc:subject><dc:subject/><dc:publisher>[G.C. Puglisi]</dc:publisher><dc:date>2013</dc:date><dc:date>2014-07-11 15:12:30</dc:date><dc:type>Magistrsko delo/naloga</dc:type><dc:identifier>28604</dc:identifier><dc:identifier>UDK: 336.76</dc:identifier><dc:identifier>COBISS_ID: 21943014</dc:identifier><dc:language>sl</dc:language></metadata>
