"Portfolio default losses driven by idiosyncratic risks."

Shaoying Chen, Zhiwei Tong, Yang Yang (2025)

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DOI: 10.1016/J.EJOR.2024.08.015

access: closed

type: Journal Article

metadata version: 2024-11-06

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Shaoying Chen, Zhiwei Tong, Yang Yang:
Portfolio default losses driven by idiosyncratic risks. Eur. J. Oper. Res. 320(3): 765-776 (2025)

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