A new approach to risk attribution and its application in credit risk analysis
Year of publication: |
2020
|
---|---|
Authors: | Frei, Christoph |
Published in: |
Risks. - Basel : MDPI, ISSN 2227-9091. - Vol. 8.2020, 2, p. 1-13
|
Publisher: |
Basel : MDPI |
Subject: | risk attribution | risk allocation | credit risk | Euler principle | risk factors |
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