Credit portfolio risk and probability of default confidence sets through the business cycle
Year of publication: |
2005
|
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Authors: | Trück, Stefan ; Račev, Svetlozar T. |
Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Infopro Digital, ISSN 1744-6619, ZDB-ID 2170422-3. - Vol. 1.2005, 4, p. 61-88
|
Subject: | Kreditrisiko | Credit risk | Portfolio-Management | Portfolio selection | Konjunktur | Business cycle | Schätzung | Estimation |
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