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Quantifying Systematic Risk in a Portfolio of Collateralised Debt Obligations
Donhauser, Martin, 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.Date of publication of this fulltext: 05 Mar 2010 08:04
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| Item type | Book section |
| ISBN | 978-1-906348-25-0 |
| Title of Book: | Model Risk: Identification, Measurement and Management |
|---|---|
| Publisher: | Risk Books |
| Place of Publication: | London |
| Page Range: | pp. 457-488 |
| Date | 2010 |
| Institutions | Business, Economics and Information Systems > Institut für Betriebswirtschaftslehre > Entpflichtete oder im Ruhestand befindliche Professoren > Lehrstuhl für Statistik (Prof. Dr. Alfred Hamerle) |
| Interdisciplinary Subject Network | Immobilien- und Kapitalmärkte |
| Dewey Decimal Classification | 300 Social sciences > 330 Economics 300 Social sciences > 310 General statistics |
| Status | Published |
| Refereed | Yes, this version has been refereed |
| Created at the University of Regensburg | Yes |
| Item ID | 13249 |
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