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The effects of estimation error on measures of portfolio credit risk
Löffler, Gunter, (2003)
Kreditportfoliorisikomodelle : wie tragfähig ist eigentlich die Datenbasis?
Meyer zu Selhausen, Hermann, (2004)
Measuring Portfolio Credit Risk Correctly : Why Parameter Uncertainty Matters
Tarashev, Nikola A., (2009)
Blind spots in current risk management practices: measurement error
Bar-Or, Yuval D., (2008)