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Pacific-Basin Finance Journal 2018 / 8

Estimating multifactor portfolio credit risk: A variance reduction approach

Hsieh, Ming-Hua, Lee, Yi-Hsi, Shyu, So-De, Chiu, Yu-Fen
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Journal:
Pacific-Basin Finance Journal
DOI:
10.1016/j.pacfin.2018.08.001
Date:
August, 2018
File:
PDF, 1.25 MB
2018
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