Credit risk assessment of fixed income portfolios using explicit expressions
Bernardo K. Pagnoncelli; Arturo Cifuentes
| Year of publication: |
2014
|
|---|---|
| Authors: | Pagnoncelli, Bernardo K. ; Cifuentes, Arturo |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 11.2014, 3, p. 224-230
|
| Subject: | Credit risk | Expected loss | Correlation | Kreditrisiko | Portfolio-Management | Portfolio selection | Theorie | Theory | Anleihe | Bond | Risikomanagement | Risk management | Risikomaß | Risk measure | Korrelation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010441865