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Using DEA and financial ratings for credit risk evaluation : an empirical anaylsis
Iazzolino, Gianpaolo, (2013)
A portfolio optimisation model for credit risky bonds with Markov model credit rating dynamics
Singh, Arti, (2017)
Smoothing transition probability matrices under a risk sensitive approach
Perilioglu, Ahmet, (2017)
Modelling credit risk in synthetic CDO squared transactions
Gilkes, Kai, (2005)
Recent and not so recent developments in synthetic collateral debt obligations
Jobst, Norbert, (2007)
The Tail that Wags the Dog: Integrating Credit Risk in Asset Portfolios
Jobst, Norbert, (2001)