"Simulating Risk Contributions of Credit Portfolios."

Guangwu Liu (2015)

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DOI: 10.1287/OPRE.2015.1351

access: closed

type: Journal Article

metadata version: 2020-03-31

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Guangwu Liu:
Simulating Risk Contributions of Credit Portfolios. Oper. Res. 63(1): 104-121 (2015)

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