Measuring and Optimizing Portfolio Credit Risk: A Copula-based Approach link rid="fn1">*
| Year of publication: |
2004
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|---|---|
| Authors: | Di Clemente, Annalisa ; Romano, Claudio |
| Published in: |
Economic notes : economic review of Banca Monte dei Paschi di Siena. - Oxford : Wiley-Blackwell, ISSN 0391-5026, ZDB-ID 1940326. - Vol. 33.2004, 3, p. 325-358
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