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Date of first
PublisherUniversität Ulmdc.publisher
KeywordStructural models of default riskdc.subject
KeywordSystemic riskdc.subject
KeywordPortfolio riskdc.subject
Dewey Decimal GroupDDC 300 / Social sciencesdc.subject.ddc
Dewey Decimal GroupDDC 330 / Economicsdc.subject.ddc
TitleThe Systemic Risk Implications of Using Credit Ratings Versus Quantitative Measures to Limit Bond Portfolio Riskdc.title
Resource typeWissenschaftlicher Artikeldc.type
FacultyFakultät für Mathematik und Wirtschaftswissenschaftenuulm.affiliationGeneral
InstitutionInstitut für Finanzwirtschaftuulm.affiliationSpecific
DCMI TypeTextuulm.typeDCMI
DOI (external)10.1007/s10693-019-00321-9dc.identifier.doiExternal
Source - Title of sourceJournal of financial services researchsource.title
Source - Place of publicationSpringersource.publisher
Source - Volume58source.volume
Source - Issue1source.issue
Source - Year2020source.year
Source - From page39source.fromPage
Source - To page57source.toPage
Source - ISSN0920-8550source.identifier.issn
Source - eISSN1573-0735source.identifier.eissn
Suitable communityFakultät für Mathematik und
University Bibliographyjauulm.unibibliographie

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