Evaluation of credit portfolio models : test statistics for density-based tests
Kilian Plank; Roland Walter
| Year of publication: |
2010
|
|---|---|
| Authors: | Plank, Kilian ; Walter, Roland |
| Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 13.2010/11, 2, p. 3-21
|
| Subject: | Kreditrisiko | Credit risk | Portfolio-Management | Portfolio selection | Statistischer Test | Statistical test | Monte-Carlo-Simulation | Monte Carlo simulation |
| 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/10008807874