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English
Integrating Market Risk and Credit Risk: A Dynamic Asset Allocation Perspective
Yuanfeng Hou * First Version: February 2002 This Version: October 2002
* Economics Department, Yale University, 28 Hillhouse Avenue, New Haven, CT 06511, U.S.A. Email: yuanfeng.hou@yale.edu. I thank Wolfgang Buehler, Akiko Fujimoto, Lingfeng Li, Matthias Reimer, R ... more>>