Credit risk optimization using factor models (Q2480237): Difference between revisions
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Revision as of 19:09, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Credit risk optimization using factor models |
scientific article |
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Credit risk optimization using factor models (English)
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31 March 2008
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credit risk
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portfolio optimization
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large portfolio approximation
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