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Modelling credit spreads in large bond portfolios with a dynamic factor model : master's thesis
Puglisi, Giulio Carmelo (Author), Masten, Igor (Mentor) More about this mentor... This link opens in a new window

URLURL - Presentation file, Visit http://www.cek.ef.uni-lj.si/magister/puglisi1245-B.pdf New window
Language:English
Keywords:capital market, bonds, portfolio, theory, risk, models, data
Work type:Master's thesis/paper (mb22)
Tipology:2.09 - Master's Thesis
Organization:EF - Faculty of Economics
Year:2013
Publisher:[G.C. Puglisi]
Number of pages:II, 54 str.
Place:Ljubljana
UDC:336.76
COBISS.SI-ID:21943014 Link is opened in a new window
Views:447
Downloads:194
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Keywords:capital market, bonds, portfolio, theory, risk, models, data

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