Do we need to worry about credit risk correlation?
Abel Elizalde
| Year of publication: |
2005
|
|---|---|
| Authors: | Elizalde, Abel |
| Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 15.2005, 3, p. 42-59
|
| Subject: | Kreditrisiko | Credit risk | Derivat | Derivative | Portfolio-Management | Portfolio selection | Schätzung | Estimation | USA | United States | 2001-2003 |
| 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/10003303937