Specification risk and calibration effects of multifactor credit portfolio model
Gregor Dorfleitner, Matthias Fischer, and Marco Geidosch
| Year of publication: |
2012
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|---|---|
| Authors: | Dorfleitner, Gregor ; Fischer, Matthias ; Geidosch, Marco |
| Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 22.2012, 1, p. 7-24
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| Subject: | Portfolio-Management | Portfolio selection | Kreditrisiko | Credit risk | Theorie | Theory | Risiko | Risk | Modellierung | Scientific modelling | Risikomanagement | Risk management | Risikomaß | Risk measure |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009670750