Ben Dor, A. (2012). Quantitative credit portfolio management: Practical innovations for measuring and controlling liquidity, spread, and issuer concentration risk. Wiley. https://doi.org/10.1002/9781119202851
Chicago Style (17th ed.) CitationBen Dor, Arik. Quantitative Credit Portfolio Management: Practical Innovations for Measuring and Controlling Liquidity, Spread, and Issuer Concentration Risk. Hoboken, N.J.: Wiley, 2012. https://doi.org/10.1002/9781119202851.
MLA (8th ed.) CitationBen Dor, Arik. Quantitative Credit Portfolio Management: Practical Innovations for Measuring and Controlling Liquidity, Spread, and Issuer Concentration Risk. Wiley, 2012. https://doi.org/10.1002/9781119202851.
Warning: These citations may not always be 100% accurate.