Credit risk optimization using factor models (Q2480237)
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scientific article; zbMATH DE number 5255832
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Credit risk optimization using factor models |
scientific article; zbMATH DE number 5255832 |
Statements
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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0.7976709008216858
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0.7765125632286072
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0.7760378122329712
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0.7661842107772827
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0.7646431922912598
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