Portfolio credit risk models and name concentration issues : theory and simulations
Mondher Bellalah; Mohamed Zouari; Amel Sahli; Hela Miniaoui
| Year of publication: |
2015
|
|---|---|
| Authors: | Bellalah, Mondher ; Zouari, Mohamed ; Sahli, Amel ; Miniaoui, Hela |
| Published in: |
International journal of business. - Taichung, Taiwan : College of Management, Chaoyang University of Technology, ISSN 1083-4346, ZDB-ID 1315114-9. - Vol. 20.2015, 2, p. 111-127
|
| Subject: | concentration risk | granularity adjustment | Herfindahl-Hirschman index | Gini index | ICAAP | Kreditrisiko | Credit risk | Theorie | Theory | Portfolio-Management | Portfolio selection | Unternehmenskonzentration | Market concentration | Simulation | Konzentrationsrate | Concentration ratio | Gini-Koeffizient | Gini coefficient | Risiko | Risk | Risikomanagement | Risk management |
| Extent: | graph. Darst. |
|---|---|
| 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/10011286490