SPECIFICATION RISK AND CALIBRATION EFFECTS OF A MULTIFACTOR CREDIT PORTFOLIO MODEL
| Year of publication: |
2012
|
|---|---|
| Authors: | Dorfleitner, Gregor ; Fischer, Matthias ; Geidosch, Marco |
| Published in: |
The journal of fixed income. - New York, NY : Inst. Investor, Inc., ISSN 1059-8596, ZDB-ID 11161036. - Vol. 22.2012, 1, p. 7-25
|