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Concentration risk under Pillar 2 : when are credit portfolios infinitely fine grained?
Gürtler, Marc; Heithecker, Dirk; Hibbeln, Martin - In: Kredit und Kapital 41 (2008) 1, pp. 79-124
Persistent link: https://www.econbiz.de/10003715919
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Portfolio complexity and herd behavior : evidence from the German mutual fund market
Franck, Alexander; Walter, Andreas - In: Kredit und Kapital 45 (2012) 3, pp. 343-371
Persistent link: https://www.econbiz.de/10009667514
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Calibration of internal rating systems : the case of dependent default events
Güttler, André; Liedtke, Helge G. - In: Kredit und Kapital 40 (2007) 4, pp. 527-551
Persistent link: https://www.econbiz.de/10003654550
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Stochastic essentials for the risk management of credit portfolios
Overbeck, Ludger; Stahl, Gerhard - In: Kredit und Kapital 36 (2003) 1, pp. 52-81
Persistent link: https://www.econbiz.de/10001758774
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Performance of international portfolio diversification strategies : the viewpoint of German and Hungarian investors
Bugar, Gyöngyi; Maurer, Raimond - In: Kredit und Kapital 32 (1999) 4, pp. 581-609
Persistent link: https://www.econbiz.de/10001451927
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Will West European banks affect monetary control?
Borchert, Manfred - In: Kredit und Kapital 35 (2002) 1, pp. 54-72
Persistent link: https://www.econbiz.de/10001662678