| 21 |
|
Future Economic Information Embedded in High Yield Spreads
|
Francis, Jack Clark; Hessel, Christopher; Wang, Jun
|
Institutional Investor
|
2016
|
|
|
|
| 22 |
|
Systematic Credit Risk and Pricing for Fixed Income Instruments
|
Rösch, Daniel; Scheule, Harald
|
Institutional Investor
|
2016
|
|
|
|
| 23 |
|
Decomposing Risks in Bond Portfolios: International Evidence
|
Sun, David; Tsai, Shih-Chuan; Chen, Chun-Da
|
Institutional Investor
|
2016
|
|
|
|
| 24 |
|
A Heuristic Algorithm for the Heath—Jarrow—Morton Model
|
Do, Hung; Tomas, Michael J.
|
Institutional Investor
|
2016
|
|
|
|
| 25 |
|
A Structural Model of Credit Risk for Illiquid Debt
|
Blanc-Brude, Frédéric; Hasan, Majid
|
Institutional Investor
|
2016
|
|
|
|
| 26 |
|
DebtRank and the Network of Leverage
|
Battiston, Stefano; D Errico, Marco; Gurciullo, Stefano
|
Institutional Investor
|
2016
|
|
|
|
| 27 |
|
Evolution of Private Equity Regulations in Emerging Markets: A Case of India
|
Chinchwadkar, Rohan; Shekhar, Vidhu
|
Institutional Investor
|
2016
|
|
|
|
| 28 |
|
The New Diversification: Open Your Eyes to Alternatives
|
Geczy, Christopher
|
Institutional Investor
|
2016
|
|
|
|
| 29 |
|
Three Rookie Mistakes Experienced CEOs Make in Managing a Private Equity—Backed Company
|
Damon, Bob
|
Institutional Investor
|
2016
|
|
|
|
| 30 |
|
The Relative Performances of Large Buyout Fund Groups
|
Hooke, Jeffrey; Yook, Ken
|
Institutional Investor
|
2016
|
|
|
|
