Credit portfolio risk and asset price cycles
type: Item
instance of: scholarly article
title: Credit portfolio risk and asset price cycles
zbMATH Open document ID: 1175.91191
author: Klaus Rheinberger
author: Martin Summer
published in: Computational Management Science
publication date: 2009-10-23T00:00:00Z
Mathematics Subject Classification ID: 91G40
Mathematics Subject Classification ID: 91G60
zbMATH DE Number: 5620212
zbMATH Keywords: credit risk
zbMATH Keywords: quantitative risk management
zbMATH Keywords: integration of market and credit risk
describes a project that uses: QRM
MaRDI profile type: Publication
full work available at URL: s10287-007-0057-9
OpenAlex ID: W2034132133
cites work: Bootstrap confidence intervals. With comments and a rejoinder by the authors
cites work: Q5706744
cites work: Q4660872
cites work: Q3656623
DOI: 10.1007/S10287-007-0057-9
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description: scientific article; zbMATH DE number 5620212