Measuring and optimizing portfolio credit risk: A copula-based approach

Economic Notes

Volumn 33, Issue 3, 2004, Pages 325-357

  Di Clemente, Annalisa ^a   Romano, Claudio ^b  

^a SAPIENZA UNIVERSITY OF ROME   (Italy)

^b Capitalia Group   (Italy)

Author keywords

[No Author keywords available]

Indexed keywords

CREDIT PROVISION; MEASUREMENT METHOD; RISK ASSESSMENT;

EID: 17944380893     PISSN: 03915026     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.0391-5026.2004.00135.x     Document Type: Article

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