Analytical methods for hedging systematic credit risk with linear factor portfolios (Q2271605)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analytical methods for hedging systematic credit risk with linear factor portfolios |
scientific article |
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Analytical methods for hedging systematic credit risk with linear factor portfolios (English)
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7 August 2009
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credit risk
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factor models
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hedging
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capital allocation
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0.86726284
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0.8644985
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0.8629101
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0.8567678
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0.85665977
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0.8555918
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