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How Robust is the Value-at-Risk of Credit Risk Portfolios?
Bernard, Carole, RRschendorf, Ludger, Vanduffel, Steven, Yao, JingYear:
2015
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2570782
File:
PDF, 476 KB
english, 2015