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Justification of per-unit risk capital allocation in portfolio credit risk models

Dorfleitner, Gregor and Pfister, Tamara (2012) Justification of per-unit risk capital allocation in portfolio credit risk models. Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft 467, Working Paper, Univ. Regensburg, Regensburg.

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Item Type:Monograph (Working Paper)
Date: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
Identification Number:
ValueType
RePEc:bay:rdwiwi:24934RePEc Handle
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:25 Jun 2012 05:55
Last Modified:07 Apr 2014 08:04
Item ID:24934
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