Credit portfolios : what defines risk horizons and risk measurement?
Silvan Ebnöther; Paolo Vanini
| Year of publication: |
2007
|
|---|---|
| Authors: | Ebnöther, Silvan ; Vanini, Paolo |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 31.2007, 12, p. 3663-3679
|
| Subject: | Kreditrisiko | Credit risk | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Theorie | Theory |
| Extent: | Graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003604359