Specification risk and calibration effects of a multi-factor credit portfolio model
Article
Dorfleitner, Gregor, 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.Alternative links to fulltext
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Details
| Item type | Article |
| Journal or Publication Title | Journal of Fixed Income |
| Publisher | Inst. Investor |
| Volume | 22 |
| Number of Issue or Book Chapter | 1 |
| Page Range | pp. 7-24 |
| Date | 28 June 2012 |
| Date of publication | 16 Apr 2012 05:32 |
| Institutions | Business, Economics and Information Systems > Institut für Betriebswirtschaftslehre > Lehrstuhl für Finanzierung (Prof. Dr. Gregor Dorfleitner) |
| Interdisciplinary Subject Network | Immobilien- und Kapitalmärkte |
| Dewey Decimal Classification | 300 Social sciences > 330 Economics |
| Status | Published |
| Refereed | Yes, this version has been refereed |
| Created at the University of Regensburg | Yes |
| Item ID | 23815 |
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