Diversification potential of structured securities
Year of publication: |
2011
|
---|---|
Authors: | Plank, Kilian |
Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 20.2010/11, 4, p. 24-32
|
Subject: | Asset-Backed Securities | Asset-backed securities | Risikomanagement | Risk management | Diversifikation | Diversification | Theorie | Theory |
-
Structured finance and insurance : the ART of managing capital and risk
Culp, Christopher L., (2006)
-
Bellmann, Sabine, (2002)
-
An introduction to the risk management of collateral debt obligations
Jobst, Nobert, (2007)
- More ...
-
ABS-CDOs mit Subprime Exposure: "hochgiftig" trotz AAA-Rating? : Rating von ABS-CDOs
Hamerle, Alfred, (2008)
-
Evaluation of credit portfolio models : test statistics for density-based tests
Plank, Kilian, (2010)
-
Copula choice with factor credit portfolio models
Hamerle, Alfred, (2010)
- More ...