Stress-testing CDOs
Article
Hamerle, Alfred and Plank, Kilian (2008) Stress-testing CDOs. The Journal of Risk Model Validation 2 (4, Spe), pp. 51-64.Involved Institutions
Details
| Item type | Article |
| Journal or Publication Title | The Journal of Risk Model Validation |
| Publisher | Risk Journals |
| Volume | 2 |
| Number of Issue or Book Chapter | 4, Spe |
| Page Range | pp. 51-64 |
| Date | 2008 |
| Date of publication | 05 Aug 2009 13:57 |
| 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 | 7996 |
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