The return/volatility trade-off of distressed corporate debt portfolios
EI Altman, JF González-Heres… - The Journal of …, 2014 - jpm.pm-research.com
This article analyzes the returns of distressed high-yield corporate bond portfolios based on
the volatility characteristics of their corresponding option-adjusted spreads (“OAS”). Applying …
the volatility characteristics of their corresponding option-adjusted spreads (“OAS”). Applying …
Defaults and returns in the high-yield bond and distressed debt market: Review and outlook
EI Altman, BJ Kuehne - … Challenges in Risk Management: Dealing with …, 2014 - Springer
High-yield bond default rates on US, Canadian and Mexican high-yield bonds decreased
slightly in 2013 and remained well below historical averages. The rate decreased from …
slightly in 2013 and remained well below historical averages. The rate decreased from …
[PDF][PDF] Investiments in distressed assets in Brazil
M Sustek - 2018 - repositorio.fgv.br
Investment in distressed assets, while relatively mature in developed markets, has become
more and more common in Brazil in a context of a lingering economic downturn, offering …
more and more common in Brazil in a context of a lingering economic downturn, offering …
[BOOK][B] Корпоративные облигации: показатели, влияющие на спреды доходности
ИР Султанов - 2019 - elibrary.ru
В монографии представлен широкий обзор научных исследований, рассматривающих
влияние различных показателей на доходности и спреды доходности корпоративных …
влияние различных показателей на доходности и спреды доходности корпоративных …
[CITATION][C] Analysis of combination of distressed debt and traditional securities in a construction of optimal portfolio strategy
A Jevstafjeva, I Miliauskienė - 2015 - ISM University of Management and …