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Specification risk and calibration effects of a multi-factor credit portfolio model

Dorfleitner, Gregor and Fischer, Matthias and Geidosch, Marco (2012) Specification risk and calibration effects of a multi-factor credit portfolio model. Journal of Fixed Income 22 (1), pp. 7-24.

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Other URL: http://www.iijournals.com/doi/abs/10.3905/jfi.2012.22.1.007


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Item Type:Article
Date:28 June 2012
Institutions:Business, Economics and Information Systems > Institut für Betriebswirtschaftslehre > Lehrstuhl für Finanzierung (Prof. Dr. Gregor Dorfleitner)
Research groups and research centres:Immobilien- und Kapitalmärkte
Subjects:300 Social sciences > 330 Economics
Status:Published
Refereed:Yes, this version has been refereed
Created at the University of Regensburg:Yes
Owner: Gregor Dorfleitner
Deposited On:16 Apr 2012 05:32
Last Modified:03 Jan 2013 11:38
Item ID:23815
Owner Only: item control page
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