Risk factor contributions in portfolio credit risk models
Year of publication: |
2010
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Authors: | De Haas, Ralph ; Ferreira, Daniel ; Taci, Anita |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 34.2010, 2 (1.2.), p. 336-350
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Saved in:
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