Predicting and hedging credit portfolio risk with macroeconomic factors
Tobias Bär
| Year of publication: |
2002
|
|---|---|
| Authors: | Bär, Tobias |
| Publisher: |
Hamburg : Kovač |
| Subject: | Kreditrisiko | Credit risk | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | Hedging | Theorie | Theory | Wirkungsanalyse | Impact assessment | Marktrisiko | Value at Risk | Makroökonomisches Modell |
| Extent: | 251 S graph. Darst 21 cm |
|---|---|
| Series: | Schriftenreihe Finanzmanagement. - Hamburg : Kovač, ISSN 1439-5266, ZDB-ID 2114385-7. - Vol. Bd. 6 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis |
| Language: | English |
| Thesis: | Zugl.: Frankfurt (Main), Univ., Diss., 2001 |
| ISBN: | 3-8300-0598-9 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001649713