✦ LIBER ✦

Portfolio credit-risk optimization

✍ Scribed by Ian Iscoe; Alexander Kreinin; Helmut Mausser; Oleksandr Romanko

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Optimization strategies in credit portfo

✍ Benjamin Ivorra; Bijan Mohammadi; Angel Manuel Ramos 📂 Article 📅 2007 🏛 Springer US 🌐 English ⚖ 276 KB

Measuring and Optimizing Portfolio Credi

✍ Annalisa Di Clemente; Claudio Romano 📂 Article 📅 2004 🏛 John Wiley and Sons 🌐 English ⚖ 271 KB

Credit Risk in Private Debt Portfolios

✍ Mark Carey 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 140 KB

Risk sensitive portfolio optimization

✍ Lukasz Stettner 📂 Article 📅 1999 🏛 Springer 🌐 English ⚖ 115 KB

Risk factor contributions in portfolio c

✍ Dan Rosen; David Saunders 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 428 KB

LARGE DEVIATIONS IN MULTIFACTOR PORTFOLI

✍ Paul Glasserman; Wanmo Kang; Perwez Shahabuddin 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 244 KB