An edition of Quantifying the market risk premium phenomenon for investment decision making
(1990)
High-Yield Bonds
Analysis and Risk Assessment
by Keith P. Ambachtsheer, Sharpe, William F., Katrina F. Sherrerd, Frank K. Reilly, Joseph C. Bencivenga, Douglas J. Lucas, Edward I. Altman, William A. Cornish, Robert Levine, Paul H. Ross, James Grant, Jeffrey J. Hodgman, and Martin S. Fridson
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| Edition | Availability |
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1
High-Yield Bonds: Analysis and Risk Assessment
July 15, 1990, AIMR (CFA Institute)
Paperback
in English
0935015183 9780935015188
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2
Quantifying the market risk premium phenomenon for investment decision making: September 26-27, 1989, New York, New York
1990, CFA, May be ordered from Association for Investment Management and Research
in English
0935015183 9780935015188
|
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Book Details
First Sentence
"There are numerous historical precedents for high-yield securities as we know them today."
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- Created April 29, 2008
- 7 revisions
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| July 31, 2019 | Edited by MARC Bot | associate edition with work OL19204724W |
| August 10, 2010 | Edited by IdentifierBot | added LibraryThing ID |
| April 24, 2010 | Edited by Open Library Bot | Fixed duplicate goodreads IDs. |
| April 16, 2010 | Edited by bgimpertBot | Added goodreads ID. |
| April 29, 2008 | Created by an anonymous user | Imported from amazon.com record |