Applying portfolio credit risk models to retail portfolios
Nisso Bucay and Dan Rosen
| Year of publication: |
2003
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|---|---|
| Authors: | Bucay, Nisso ; Rosen, Dan |
| Published in: |
Frontiers in credit risk : concepts and techniques for applied credit risk measurement. - Singapore [u.a.] : Wiley (Asia), ISBN 0-471-47906-3. - 2003, p. 313-357
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| Subject: | Portfolio-Management | Portfolio selection | Kreditrisiko | Credit risk | Theorie | Theory | Risikomanagement | Risk management |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001739631