Modeling sector correlations with CreditRisk+ : the commen background vector model
Matthias Fischer; Christian Dietz
| Year of publication: |
2011
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|---|---|
| Authors: | Fischer, Matthias ; Dietz, Christian |
| Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Infopro Digital, ISSN 1744-6619, ZDB-ID 2170422-3. - Vol. 7.2011/12, 4, p. 23-43
|
| Subject: | Kreditrisiko | Credit risk | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Branche | Economic sector | Theorie | Theory |
| 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/10009424790