The Mathematics of Financial Modeling and Investment Management

By Sergio Focardi, Frank J Fabozzi 3. 2004

115 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/9ef7cbeee77cf22e2ee62cfef22f466a27aec6c8

Citations in the corpus

• How Media Coverage of Corporate Social Irresponsibility Increases Financial Risk (2017, unknown): “CDS spreads are popular among researchers because they provide an accurate and timely measure of the market perception of a firm’s credit risk that is free of confounding factors, such as the economy-wide interest rate or country-specific tax arrangements (Focardi and Fabozzi, 2004).”