Credit-risk behavior of homogeneous portfolios : a theoretical result with surprising practical implications
Bernardo K. Pagnoncelli, Francisco Hawas, and Arturo Cifuentes
| Year of publication: |
2016
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|---|---|
| Authors: | Pagnoncelli, Bernardi K. ; Hawas, Francisco ; Cifuentes, Arturo |
| Published in: |
The journal of structured finance. - New York, NY : Pageant Media, Ltd., ISSN 1551-9783, ZDB-ID 2233898-6. - Vol. 22.2016, 2, p. 7-15
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| Subject: | Kreditrisiko | Credit risk | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Methodenkritik | Methodological criticism |
| 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/10011561622