Capital allocation and per-unit risk in inhomogeneous and stressed credit portfolios
Year of publication: |
2013
|
---|---|
Authors: | Dorfleitner, Gregor ; Pfister, Tamara |
Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 22.2013, 3, p. 64-78
|
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Kreditrisiko | Credit risk |
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