A.F.R. Koivusalo
Different risk-adjusted alpha to compare investment strategy performance of hedge funds

A. Becker, A.F.R. Koivusalo and R. Schäfer
Empirical Evidence for the Structural Recovery Model
preprint: arXiv:1203.3188v1

A.F.R. Koivusalo and R. Schäfer
Calibration of structural and reduced-form recovery models, Journal of Credit Risk 8(4), 31-51 (2012)
preprint: arXiv:1102.4864

R. Schäfer and A.F.R. Koivusalo
Dependence of defaults and recoveries in structural credit risk models, Economic Modelling 30 (2013) 1-9
preprint: arXiv:1102.3150

R. Schäfer, A.F.R. Koivusalo and T. Guhr
Contribution: Credit Portfolio Risk and Diversification
D. Rösch and H. Scheule
Book: Credit Securitisations and Derivatives, Challenges for the Global Markets
Publisher: Wiley, Chichester
Preview of the book