"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

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type: Journal Article

metadata version: 2024-10-06

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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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