Justification of per-unit risk capital allocation in portfolio credit risk models
Gregor Dorfleitner; Tamara Pfister
| Year of publication: |
2012
|
|---|---|
| Authors: | Dorfleitner, Gregor ; Pfister, Tamara |
| Publisher: |
Regensburg : Univ. |
| Subject: | Risikokapital | Venture capital | Kreditrisiko | Credit risk | Allokation | Allocation | Portfolio-Management | Portfolio selection | Theorie | Theory |
freely available
| Extent: | Online-Ressource (34 S., 584 KB) graph. Darst. |
|---|---|
| Series: | Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft. - Regensburg, ZDB-ID 2497692-1. - Vol. 467 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009704442