Quantitative management of credit portfolios
Arik Ben Dor, Albert Desclée, Lev Dynkin, Jay Hyman, Jeff Meli, and Simon Polbennikov
| Year of publication: |
2022
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|---|---|
| Authors: | Ben Dor, Arik ; Desclée, Albert ; Dynkin, Lev ; Hyman, Jay ; Meli, Jeff ; Polbennikov, Simon |
| Published in: |
The journal of fixed income : JFI. - London : IPR Journals, ISSN 2168-8648, ZDB-ID 2048685-6. - Vol. 32.2022, 2, special issue, p. 93-141
|
| Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Kreditrisiko | Credit risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3905/jfi.2022.1.144 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014231364