A Factor-Model Approach for Correlation Scenarios and Correlation Stress Testing
Year of publication: |
2019
|
---|---|
Authors: | Packham, Natalie |
Other Persons: | Woebbeking, Fabian (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (27 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 28, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3210562 [DOI] |
Classification: | G11 - Portfolio Choice ; G32 - Financing Policy; Capital and Ownership Structure |
Source: | ECONIS - Online Catalogue of the ZBW |
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