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"Credit risk optimization using factor models."

David Saunders, Costas Xiouros, Stavros A. Zenios (2007)

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DOI: 10.1007/S10479-006-0136-2

access: closed

type: Journal Article

metadata version: 2020-08-13

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  - https://dblp.org/rec/journals/anor/SaundersXZ07
David Saunders, Costas Xiouros, Stavros A. Zenios:
Credit risk optimization using factor models. Ann. Oper. Res. 152(1): 49-77 (2007)

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