The Tail that Wags the Dog: Integrating Credit Risk in Asset Portfolios

Norbert J. Jobst and Stavros Zenios

Journal of Risk Finance, 2001, vol. 3, issue 1, 31-43

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Date: 2001
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Persistent link: https://EconPapers.repec.org/RePEc:eme:jrfpps:eb043481

DOI: 10.1108/eb043481

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