Work

Allocation of Economic Capital in loan portfolios

Year: 2000

Type: book-chapter

Source: Lecture notes in statistics

DOI: 10.1007/978-1-4612-1214-0_1

Author: 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: W1908463481

FWCI: 6.097

Cites: 6

Cited by: 72

Related to: 10