PD Model Calibration Post COVID Pandemic : Balancing Representativeness of Current Portfolio and Likely Range of DR Variability
Year of publication: |
[2021]
|
---|---|
Authors: | Liu, Yang |
Publisher: |
[S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | Coronavirus | Theorie | Theory | Epidemie | Epidemic |
Extent: | 1 Online-Ressource (15 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 24, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3754731 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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