"Systematic Effects among Loss Given Defaults and their Implications on ..."

Jennifer Betz, Ralf Kellner, Daniel Rösch (2018)

> Home

Details and statistics

DOI: 10.1016/J.EJOR.2018.05.059

access: closed

type: Journal Article

metadata version: 2025-01-19

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/eor/BetzKR18
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/eor/BetzKR18
Jennifer Betz, Ralf Kellner, Daniel Rösch:
Systematic Effects among Loss Given Defaults and their Implications on Downturn Estimation. Eur. J. Oper. Res. 271(3): 1113-1144 (2018)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.