A comparison of minimum risk portfolios under the credit crunch crisis
| Year of publication: |
2011
|
|---|---|
| Authors: | Mavralexakis, Theodoros ; Kiriakopoulos, Konstantinos ; Kaimakamis, George ; Koulis, Alexandros |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 1.2011, 2, p. 34-39
|
| Subject: | Portfolio-Management | Portfolio selection | Finanzkrise | Financial crisis | Kreditrationierung | Credit rationing | Kreditrisiko | Credit risk | Theorie | Theory |
-
Stress testing German banks against a global credit crunch
Düllmann, Klaus, (2014)
-
Reeder, Johannes J., (2010)
-
Single-name credit risk, portfolio risk, and credit rationing
Arnold, Lutz, (2010)
- More ...
-
A comparison of minimum risk portfolios under the credit crunch crisis
Mavralexakis, Theodoros, (2011)
-
Structured bonds and Greek demons is the attack ”fair”?
Kiriakopoulos, Konstantinos, (2011)
-
Structured bonds and Greek demons is the attack ”fair”?
Kiriakopoulos, Konstantinos, (2011)
- More ...