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Estimating multifactor portfolio credit risk : a variance reduction approach
Hsieh, Ming-Hua
;
Lee, Yi-Hsi
;
Shyu, So-De
;
Chiu, Yu-Fen
- In:
Pacific-Basin finance journal
57
(
2019
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012170623
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