Smooth correlation estimation with application to portfolio credit risk
Rafael Weißbach and Bernd Rosenow
| Year of publication: |
2005
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|---|---|
| Authors: | Weißbach, Rafael ; Rosenow, Bernd |
| Published in: |
Classification - the ubiquitous challenge : proceedings of the 28th annual conference of the Gesellschaft für Klassifikation e.V., University of Dortmund, March 9 - 11, 2004 ; with 108 tables. - Berlin [u.a.] : Springer, ISBN 3-540-25677-6. - 2005, p. 474-481
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| Subject: | Kreditrisiko | Credit risk | Varianzanalyse | Analysis of variance | Portfolio-Management | Portfolio selection | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003569573