Empirical performance of loss given default prediction models
Benjamin Bade; Daniel Rösch; Harald Scheule
| Year of publication: |
2011
|
|---|---|
| Authors: | Bade, Benjamin ; Rösch, Daniel ; Scheule, Harald |
| Published in: |
The journal of risk model validation. - London : Infopro Digital, ISSN 1753-9579, ZDB-ID 2316764-6. - Vol. 5.2011, 2, p. 25-44
|
| Subject: | Kreditrisiko | Credit risk | Portfolio-Management | Portfolio selection | Verlust | Loss | Wirtschaftskrise | Economic crisis | Wahrscheinlichkeitsrechnung | Probability theory | Statistischer Fehler | Statistical error |
| 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/10009356823