Measuring Credit Spread Risk

Research output: Contribution to journal › Article › Academic › peer-review

3 Citations (Scopus)

Original language	Undefined/Unknown
Pages (from-to)	121-127
Number of pages	7
Journal	The Journal of Portfolio Management
Volume	29
Issue number	4
Publication status	Published - 2003

Cite this

@article{c4ee9f8770b74cb296d28df9b46d4b8b,

title = "Measuring Credit Spread Risk",

author = "Ronald Huisman and RAJ Campbell",

year = "2003",

language = "Undefined/Unknown",

volume = "29",

pages = "121--127",

journal = "Journal of Portfolio Management",

issn = "0095-4918",

publisher = "Portfolio Management Research",

number = "4",

}