Quotation Lankenau, K./ Veverka, A. / Kabon, A. / Qureshi, J. / Reiter, S. / Sovic, S. / Stuppnig, A.. 2002. Credit Portfolio Management to Enhance Profits. Impact of Rating Changes, Recovery Rate and Correlation on Credit Risk. Finanz Betrieb, 4, 7/8, 455-467


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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Journal article
Journal Finanz-Betrieb (FB)
Language English
Title Credit Portfolio Management to Enhance Profits. Impact of Rating Changes, Recovery Rate and Correlation on Credit Risk
Year 2002
Reviewed? Y

Associations

Projects
Cooperation workshop with investment professionals
People
Veverka, Alexander (Former researcher)
Organization
Finance and Financial Markets (Former organization)
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