Work

Sensible and Efficient Capital Allocation for Credit Portfolios

Year: 2003

Type: article

Authors: Michael Kalkbrener, Hans Lotter, Ludger Overbeck

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W139214548

FWCI: 6.165

Cites: 9

Cited by: 71

Related to: 10