Credit risk optimization using factor models (Q2480237)

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Credit risk optimization using factor models
scientific article

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    title
    Credit risk optimization using factor models (English)
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    author
    David Saunders
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    Costas Xiouros
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    Stavros A. Zenios
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    publication date
    31 March 2008
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    zbMATH Keywords
    credit risk
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    portfolio optimization
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    large portfolio approximation
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    Identifiers

    zbMATH DE Number
    5255832
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