The impact of different default triggers on CMBS risk evaluation
Andreas D. Christopoulos
| Year of publication: |
2017
|
|---|---|
| Authors: | Christopoulos, Andreas D. |
| Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 15.2017, 2, p. 65-91
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| Subject: | CMBS | structural model | reduced form | default risk | credit risk | portfolio management | Kreditrisiko | Credit risk | Portfolio-Management | Portfolio selection | Asset-Backed Securities | Asset-backed securities | Risikomanagement | Risk management | Theorie | Theory | Insolvenz | Insolvency | Hypothek | Mortgage |
| 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://www.econbiz.de/10011700690