Poncet, Patrice; Portait, Roland; Toder, Igor - 2022
Management -- 21 Choice Under Uncertainty and Portfolio Optimization in a Static Framework: The Markowitz Model -- 22 The Capital … Benchmarking and Tactical Asset Allocation -- Part 4 Risk Management, Credit Risk and Credit Derivatives -- 26 Monte Carlo …: Empirical Analysis and Modeling -- 29 Modeling Credit Risk (2): Credit-VaR and Operational Methods for Credit Risk Management …