Single-name concentration risk in credit portfolios: A comparison of concentration indexes

Raffaella Calabrese, Francesco Porro

Research output: Chapter in Book/Report/Conference proceedingChapter (peer-reviewed)peer-review

Original languageEnglish
Title of host publicationMathematical and Statistical Methods for Actuarial Sciences and Finance
PublisherSpringer
Pages88-98
ISBN (Electronic) 978-3-319-02499-8
ISBN (Print)978-3-319-02498-1
DOIs
Publication statusPublished - 2012

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