Work

Portfolio losses in factor models: term structures and intertemporal loss dependence

Year: 2006

Type: article

Source: The Journal of Credit Risk

DOI: 10.21314/jcr.2006.056

Author: Leif Andersen

Language: English

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W178460223

FWCI: 6.238

Cites: 10

Cited by: 27

Related to: 10