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"Constant Proportion Debt Obligations: A Postmortem Analysis of Rating Models."

Michael B. Gordy, Søren Willemann (2012)

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DOI: 10.1287/MNSC.1110.1433

access: closed

type: Journal Article

metadata version: 2020-06-30

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Michael B. Gordy, Søren Willemann:
Constant Proportion Debt Obligations: A Postmortem Analysis of Rating Models. Manag. Sci. 58(3): 476-492 (2012)

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