R. J. Powell

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Modelling tail credit risk using transition matrices
Mathematics and Computers in Simulation
2021-02-15Paper
Take it to the limit: innovative CVaR applications to extreme credit risk measurement
European Journal of Operational Research
2016-10-07Paper


Research outcomes over time


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