Work

Measuring and Optimizing Portfolio Credit Risk: A Copula‐based Approach*

Year: 2004

Type: article

Source: Economic Notes

DOI: 10.1111/j.0391-5026.2004.00135.x

Authors: Annalisa Di Clemente, Claudio Romano

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: W1994061004

FWCI:

Cites: 26

Cited by: 35

Related to: 10