Capital allocation with CreditRisk+
Year of publication: |
2004
|
---|---|
Authors: | Tasche, Dirk |
Published in: |
CreditRisk+ in the banking industry. - Berlin : Springer, ISBN 978-3-540-20738-2. - 2004, p. 25-43
|
Subject: | Risikomanagement | Risk management | Theorie | Theory | Kreditrisiko | Credit risk | Portfolio-Management | Portfolio selection | Allokation | Allocation |
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