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subject:"Portfolio selection"
person:"Barth, Jörn"
~isPartOf:"Kreditrisikomanagement : Portfoliomodelle und Derivate"
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Portfolio selection
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Kreditrisikomanagement : Portfoliomodelle und Derivate
Kreditrisikomanagement : Kernbereiche, Aufsicht und Entwicklungstendenzen
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Worst-Case Analysen des Ausfallrisikos eines Portfolios aus marktabhängigen Finanzderivaten
Barth, Jörn
- In:
Kreditrisikomanagement : Portfoliomodelle und Derivate
,
(pp. 107-148)
.
2000
Persistent link: https://www.econbiz.de/10001491336
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