Sciweavers

2 search results - page 1 / 1
» Downside Loss Aversion and Portfolio Management
Sort
View
WSC
2004
13 years 6 months ago
Tutorial on Portfolio Credit Risk Management
The distribution of possible future losses for a portfolio of credit risky corporate assets, such as bonds or loans, shows strongly asymmetric behavior and a fat tail as the conse...
William J. Morokoff