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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 Sat Oct 1 10:45:57 2016 CEST.
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