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Publications by Donhauser, Martin

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Jump to: 2010 | 2008
Number of items: 2.

2010

Donhauser, Martin and Hamerle, Alfred and Plank, Kilian (2010) Quantifying Systematic Risk in a Portfolio of Collateralised Debt Obligations. In: Rösch, Daniel and Scheule, Harald, (eds.) Model Risk: Identification, Measurement and Management. Risk Books, London, pp. 457-488. ISBN 978-1-906348-25-0 . Fulltext not available.

2008

Donhauser, Martin and Hamerle, Alfred and Plank, Kilian (2008) Dynamic Risk of CDOs. Working Paper. Fulltext not available.

This list was generated on Tue May 31 04:02:00 2016 CEST.
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