Large portfolio losses in a turbulent market (Q2030632)
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scientific article; zbMATH DE number 7356098
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Large portfolio losses in a turbulent market |
scientific article; zbMATH DE number 7356098 |
Statements
Large portfolio losses in a turbulent market (English)
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7 June 2021
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OR in banking
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credit quality process
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systematic risk
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market beta
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continuous ocone martingale
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0.8180699348449707
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0.8129189610481262
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0.7997047305107117
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0.7852135300636292
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0.7842076420783997
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