Rating migration and asset correlation : structured versus corporate portfolios
Year of publication: |
2007
|
---|---|
Authors: | Van Landschoot, Astrid ; Jobst, Norbert |
Published in: |
The handbook of structured finance. - New York, NY [u.a.] : McGraw-Hill, ISBN 0-07-146864-1. - 2007, p. 217-238
|
Subject: | Portfolio-Management | Portfolio selection | Kreditrisiko | Credit risk | Theorie | Theory | Korrelation | Correlation | Kreditwürdigkeit | Credit rating |
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