Analytical methods for hedging systematic credit risk with linear factor portfolios
Year of publication: |
2009
|
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Authors: | Rosen, Dan ; Saunders, David M. |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 33.2009, 1, p. 37-52
|
Subject: | Kreditrisiko | Credit risk | Hedging | Portfolio-Management | Portfolio selection | Theorie | Theory |
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