"How to measure single-name credit risk concentrations."

Pierpaolo Uberti, Silvia Figini (2010)

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DOI: 10.1016/J.EJOR.2009.05.001

access: closed

type: Journal Article

metadata version: 2022-06-23

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Pierpaolo Uberti, Silvia Figini:
How to measure single-name credit risk concentrations. Eur. J. Oper. Res. 202(1): 232-238 (2010)

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