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Challenges of capital allocation in one- and multi-period credit risk
Pfister, Tamara - 2013
Persistent link: https://www.econbiz.de/10010242362
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Capital allocation and per-unit risk in inhomogeneous and stressed credit portfolios
Dorfleitner, Gregor; Pfister, Tamara - In: The journal of fixed income 22 (2013) 3, pp. 64-78
Persistent link: https://www.econbiz.de/10009711227
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Justification of per-unit risk capital allocation in portfolio credit risk models
Dorfleitner, Gregor; Pfister, Tamara - In: International journal of theoretical and applied finance 17 (2014) 6, pp. 1-29
Persistent link: https://www.econbiz.de/10010438509
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Justification of per-unit risk capital allocation in portfolio credit risk models
Dorfleitner, Gregor; Pfister, Tamara - 2012
Persistent link: https://www.econbiz.de/10009704442
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The impact of corporate social and environmental performance on credit rating prediction : North America versus Europe
Dorfleitner, Gregor; Grebler, Johannes; Utz, Sebastian - In: Journal of risk 22 (2019/2020) 6, pp. 1-33
Persistent link: https://www.econbiz.de/10012421703