Stochastic cascades, credit contagion, and large portfolio losses
Year of publication: |
2007
|
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Authors: | Horst, Ulrich |
Published in: |
Journal of economic behavior & organization : JEBO. - Amsterdam [u.a.] : Elsevier, ISSN 0167-2681, ZDB-ID 864321-0. - Vol. 63.2007, 1, p. 25-54
|
Subject: | Kreditwürdigkeit | Credit rating | Kreditrisiko | Credit risk | Portfolio-Management | Portfolio selection | Theorie | Theory |
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