Risk-return analysis of credit portfolios
Year of publication: |
2004
|
---|---|
Authors: | Schlottmann, Frank ; Seese, Detlef ; Lesko, Michael ; Vorgrimler, Stephan |
Published in: |
CreditRisk+ in the banking industry. - Berlin : Springer, ISBN 978-3-540-20738-2. - 2004, p. 259-278
|
Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Kreditrisiko | Credit risk | Kapitaleinkommen | Capital income |
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