Portfolio credit risk models and name concentration issues : theory and simulations
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 | Theorie | Theory | Kreditrisiko | Credit risk | Portfolio-Management | Portfolio selection | Unternehmenskonzentration | Market concentration | Simulation |
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