Measuring portfolio credit risk correctly : why parameter uncertainty matters
Year of publication: |
2010
|
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Authors: | Tarashev, Nikola A. |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 34.2010, 9, p. 2065-2076
|
Subject: | Kreditrisiko | Credit risk | Portfolio-Management | Portfolio selection | Messung | Measurement | Statistischer Fehler | Statistical error | Theorie | Theory |
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