Accurate allocation of risk capital in credit portfolios
Jan W. Kwiatkowski; D. James Burridge
| Year of publication: |
2008
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|---|---|
| Authors: | Kwiatkowski, Jan W. ; Burridge, D. James |
| Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Infopro Digital, ISSN 1744-6619, ZDB-ID 2170422-3. - Vol. 4.2008/09, 1, p. 21-46
|
| Subject: | Kreditrisiko | Credit risk | Portfolio-Management | Portfolio selection | Bayes-Statistik | Bayesian inference |
| 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://www.econbiz.de/10003745394