Factor Models: Portfolio Credit Risks When Defaults are Correlated
- 期刊名称The Journal of Risk Finance
- 作者SCHÖNBUCHER, PHILIPP J.
- 卷第3卷
- 期第1期
- 印刷ISSN1526-5943
- 文件大小471.52KB
- 发表时间2001-04
- DOI10.1108/eb043482
- 页码45-56
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