Pages that link to "Item:Q931210"
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The following pages link to Comparison results for exchangeable credit risk portfolios (Q931210):
Displaying 9 items.
- Are financial ratios relevant for trading credit risk? Evidence from the CDS market (Q1621926) (← links)
- On finite exchangeable sequences and their dependence (Q1679565) (← links)
- Sum of Bernoulli mixtures: beyond conditional independence (Q2260590) (← links)
- Portfolio benefits of adding corporate credit default swap indices: evidence from North America and Europe (Q2423926) (← links)
- Pricing CDOs with state-dependent stochastic recovery rates (Q2873547) (← links)
- The shifting dependence dynamics between the G7 stock markets (Q4554463) (← links)
- Discovery of Risk-Return Efficient Structures in Middle-Market Credit Portfolios (Q5445882) (← links)
- Exchangeable FGM copulas (Q6119932) (← links)
- The maximum surplus in a finite-time interval for a discrete-time risk model with exchangeable, dependent claim occurrences (Q6574598) (← links)