Extreme Portfolio Loss Correlations in Credit Risk
Year of publication: |
2017
|
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Authors: | Mühlbacher, Andreas |
Other Persons: | Guhr, Thomas (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Kreditrisiko | Credit risk | Portfolio-Management | Portfolio selection | Korrelation | Correlation | Verlust | Loss | Risikomaß | Risk measure | Statistische Verteilung | Statistical distribution |
Extent: | 1 Online-Ressource (25 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 29, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.2994984 [DOI] |
Classification: | G21 - Banks; Other Depository Institutions; Mortgages |
Source: | ECONIS - Online Catalogue of the ZBW |
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