Credit risk optimization using factor models (Q2480237)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Credit risk optimization using factor models |
scientific article |
Statements
Credit risk optimization using factor models (English)
0 references
31 March 2008
0 references
credit risk
0 references
portfolio optimization
0 references
large portfolio approximation
0 references
