Inefficient Benchmarks and Identification of Regressors in the CAPM
Year of publication: |
1996
|
---|---|
Authors: | Hamerle, Alfred ; Rösch, Daniel |
Published in: |
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society. - Heidelberg : Physica-Verl, ISSN 0002-6018, ZDB-ID 442x. - Vol. 80.1996, 3, p. 299-312
|
Saved in:
Saved in favorites
Similar items by person
-
Credit Risk Factor Modeling and the Basel II IRB Approach
Hamerle, Alfred, (2003)
-
Multiyear Risk of Credit Losses in SME Portfolios
Hamerle, Alfred, (2007)
-
Parameterizing Credit Risk Models
Hamerle, Alfred, (2006)
- More ...