Specification risk and calibration effects of multifactor credit portfolio model
Year of publication: |
2012
|
---|---|
Authors: | Dorfleitner, Gregor ; Fischer, Matthias ; Geidosch, Marco |
Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 22.2012, 1, p. 7-24
|
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Kreditrisiko | Credit risk | Risiko | Risk |
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