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

URN to cite this document:
urn:nbn:de:bvb:355-epub-249348
DOI to cite this document:
10.5283/epub.24934
Dorfleitner, Gregor ; Pfister, Tamara
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Date of publication of this fulltext: 25 Jun 2012 05:55
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