Credit portfolio correlations and uncertainty
von Steffi Höse und Stefan Huschens
| Year of publication: |
2012
|
|---|---|
| Authors: | Höse, Steffi |
| Other Persons: | Huschens, Stefan (contributor) |
| Publisher: |
Dresden : Techn. Univ., Fak. Wirtschaftswiss. |
| Subject: | Kreditrisiko | Credit risk | Portfolio-Management | Portfolio selection | Korrelation | Correlation | Schätztheorie | Estimation theory | Theorie | Theory |
| Extent: | 22 Bl. |
|---|---|
| Series: | Dresdner Beiträge zu quantitativen Verfahren. - Dresden : Techn. Univ., Fak. Wirtschaftswiss., ISSN 0945-4802, ZDB-ID 2289789-6. - Vol. 57 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013441220