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person:"Franke, Günter"
subject:"Kreditrisiko"
~subject:"Entscheidung unter Unsicherheit"
~subject:"Portfolio selection"
~type:"article"
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Kreditrisiko
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Franke, Günter
Fabozzi, Frank J.
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31st Seminar of the European Group of Risk and Insurance Economists (EGRIE) : Marseille, September 20 - 22, 2004
1
The risks of financial institutions : [...papers and comments presented at a conference held in Woodstock, Vermont, 22-23 October 2004]
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Default risk sharing between banks and markets: the contribution of collateralized debt obligations
Franke, Günter
;
Krahnen, Jan Pieter
- In:
The risks of financial institutions : [...papers and …
,
(pp. 603-633)
.
2006
Persistent link: https://www.econbiz.de/10003445648
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Asset allocation given non-market wealth and rollover risk
Franke, Günter
;
Schlesinger, Harris
;
Stapleton, Richard C.
- In:
31st Seminar of the European Group of Risk and …
,
(pp. 57-94)
.
2004
Persistent link: https://www.econbiz.de/10002637648
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