Home

We're using cookies, but you can turn them off in your browser settings. Otherwise, you are agreeing to our use of cookies. Learn more in our Privacy Policy

Bridge over ocean
1 January 1989 Research Foundation

Default Risk, Mortality Rates, and the Performance of Corporate Bonds

  1. Edward I. Altman

In suggesting a method for assessing the performance of corporate fixed-income investments over the spectrum of credit-quality classes, this monograph explores the notion of default risk by developing an alternative way of measuring it.

Default Risk, Mortality Rates, and the Performance of Corporate Bonds View the full book (PDF)

In suggesting a method for assessing the performance of corporate fixed-income investments over the spectrum of credit-quality classes, this monograph explores the notion of default risk by developing an alternative way of measuring it.

Publisher Information
The CFA Institute Research Foundation 51 pages