Modeling portfolio risks with time-dependent default rates in venture capital
Year of publication: |
2009
|
---|---|
Authors: | Kemmerer, Andreas ; Rietzschel, Jan ; Schoenball, Henry |
Published in: |
The VaR implementation handbook. - New York, NY [u.a.] : McGraw-Hill Professional, ISBN 0-07-161513-X. - 2009, p. 207-228
|
Subject: | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | Risikokapital | Venture capital | Theorie | Theory |
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