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A Note on Corporate Bankruptcy and the Market Model Risk Measures |
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| Authors: | Joseph Aharony Itzhak Swary |
| Affiliation: | The authors are respectively, Senior Lecturer at the Graduate School of Business Administration, Tel Aviv University, Israel, and Baruch College, CUNY;and Senior Lecturer at the School of Business Administration, the Hebrew University, Jerusalem, Israel, and Visiting Professor, New York University. They wish to thank Yoram Peles, Ramon Rabinovitz, Meir Schneller, and Israel Zang for their helpful suggestions. They acknowledge that any remaining errors are their own. |
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