These are all the papers that have a JEL assignment (not all authors have given JEL codes to their papers) and that include the D6 classification. (sorted by date) Integrating Market Risk and Credit Risk: A Dynamic Asset Allocation Perspective (Job Market Paper)
by Yuanfeng Hou of Yale University
(620K PDF) -- 53 pages -- January 2003
[Home] [JEL Classification] | 
