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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~person:"Capponi, Agostino"
~subject:"Credit risk"
~subject:"Portfolio selection"
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Journal of financial and quantitative analysis : JFQA
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Finance and stochastics
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International journal of theoretical and applied finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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After the crash : financial crises and regulatory responses
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FEDS Working Paper
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Counterparty risk in over-the-counter markets
Frei, Christoph
;
Capponi, Agostino
;
Brunetti, Celso
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
3
,
pp. 1058-1082
Persistent link: https://www.econbiz.de/10013187330
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