Justification of per-unit risk capital allocation in portfolio credit risk models
| Year of publication: |
2014
|
|---|---|
| Authors: | Dorfleitner, Gregor ; Pfister, Tamara |
| Institutions: | Wirtschaftswissenschaftliche Fakultät, Universität Regensburg |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Number 17 |
| Source: |
Persistent link: https://www.econbiz.de/10010934389