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Measuring and Optimizing Portfolio Credit Risk: A Copula-based Approach

✍ Scribed by Annalisa Di Clemente; Claudio Romano

Book ID: 110752867
Publisher: John Wiley and Sons
Year: 2004
Tongue: English
Weight: 271 KB
Volume: 33
Category: Article
ISSN: 0391-5026
DOI: 10.1111/j.0391-5026.2004.00135.x

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