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Evaluating the Default Risk of Bond Portfolios with Extreme Value Theory |
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| Authors: | Yong Ma Zhengjun Zhang Weiguo Zhang Weidong Xu |
| Affiliation: | 1. College of Finance and Statistics, Hunan University, Changsha, ?410079, People’s Republic of China 2. Department of Statistics, University of Wisconsin-Madison, Madison, WI, 53706, USA 3. School of Business Administration, South China University of Technology, Guangzhou, ?510641, People’s Republic of China 4. School of Management, Zhejiang University, Hangzhou, 310085, People’s Republic of China |
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| 本文献已被 SpringerLink 等数据库收录！ | |