Risk factor contributions in portfolio credit risk models
Year of publication: |
2009
|
---|---|
Authors: | Rosen, Dan ; Saunders, David M. |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 34.2010, 2, p. 336-349
|
Subject: | Kreditrisiko | Credit risk | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Theorie | Theory |
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