Portfolio default losses driven by idiosyncratic risks
Shaoying Chen, Zhiwei Tong, Yang Yang
| Year of publication: |
2025
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|---|---|
| Authors: | Chen, Shaoying ; Tong, Zhiwei ; Yang, Yang |
| Published in: |
European journal of operational research : EJOR. - Amsterdam [u.a.] : Elsevier, ISSN 0377-2217, ZDB-ID 1501061-2. - Vol. 320.2025, 3 (1.2.), p. 765-776
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| Subject: | Asymptotic analysis | Idiosyncratic risks | Multivariate regular variation | OR in banking | Portfolio default losses | Portfolio-Management | Portfolio selection | Theorie | Theory | Kreditrisiko | Credit risk | Risiko | Risk | Bankrisiko | Bank risk | Insolvenz | Insolvency | Bilanzstrukturmanagement | Asset-liability management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2024.08.015 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015085375