haku: @indexterm PORTFOLIO INVESTMENT / yhteensä: 425
viite: 161 / 425
| Tekijä: | Bierwag, G. O. Kaufman, G. C. |
| Otsikko: | Durations of non-default-free securities. |
| Lehti: | Financial Analysts' Journal
1988 : JUL/AUG, VOL. 44:4, p. 39-46 |
| Asiasana: | SECURITIES BOND MARKETS PORTFOLIO INVESTMENT INVESTMENT ANALYSIS |
| Kieli: | eng |
| Tiivistelmä: | Review of the comparable durations of the default yield premium. How default adjusted durations exceed unadjusted durations and increase in adjustment size linked to maturity term and length of the delay in payment. Timing of default losses with an example of stochastic processes, default-adjusted duration and implications. Three Tables and equations are given. |
SCIMA