Incorporating Contagion in Portfolio Credit Risk Models Using Network Theory

, &
Complexity 2018:1-15 (2018)
  Copy   BIBTEX

Abstract

This article has no associated abstract. (fix it)

Categories

Add categories

Keywords

Reprint years

DOI

10.1155/2018/6076173

Links

PhilArchive



    Upload a copy of this work     Papers currently archived: 91,881

External links

Setup an account with your affiliations in order to access resources via your University's proxy server

Through your library

My notes

Similar books and articles

Проблеми управління кредитним ризиком банку на мікрорівні і пошук шляхів їх подолання.Inna Fesenko - 2014 - Схід 2 (128):52-59.
Relative uncertainty in term loan projection models: what lenders could tell risk managers.Lisa Warenski - 2012 - Journal of Experimental and Artificial Intelligence 24 (4):501-511.
Knowledge, Credit, and Cognitive Agency.Daniel S. Breyer - 2013 - Pacific Philosophical Quarterly 94 (4):503-528.
Portfolio Inertia and Epsilon-Contaminations.Takao Asano - 2010 - Theory and Decision 68 (3):341-365.
Credit risk assessment and meta-judgment.Suzanne Pinson - 1989 - Theory and Decision 27 (1-2):117-133.
Wealth adjustment using a no-interest credit network in an artificial society.Arash Rahman - 2012 - AI and Society 27 (4):535-541.
Did the Greeks have a word for it? Contagion and contagion theory in classical antiquity.Vivian Nutton - forthcoming - Contagion: Perspectives From Pre-Modern Societies.
Did the Greeks have a word for it? Contagion and contagion theory in classical Antiquity.Nutton Vivian - forthcoming - Contagion. Perspectives From Pre-Modern Societies.
Tests of a portfolio theory of risk preference.Clyde H. Coombs & Lily Huang - 1970 - Journal of Experimental Psychology 85 (1):23.
Credit‐Default Swaps Are Not to Blame.Peter J. Wallison - 2009 - Critical Review: A Journal of Politics and Society 21 (2-3):377-387.
Investment Science.David G. Luenberger - 2013 - Oxford University Press USA.
Portfolio allocation and asset demand with mean-variance preferences.Thomas Eichner & Andreas Wagener - 2011 - Theory and Decision 70 (2):179-193.
Comparing Virtue, Consequentialist, and Deontological Ethics-Based Corporate Social Responsibility: Mitigating Microfinance Risk in Institutional Voids.Subrata Chakrabarty & A. Erin Bass - 2015 - Journal of Business Ethics 126 (3):487-512.
The generalized harmonic mean and a portfolio problem with dependent assets.Masaaki Kijima - 1997 - Theory and Decision 43 (1):71-87.
Asset prices and efficiency in a Krebs economy.A. A. Toda - unknown

Analytics

Added to PP
2018-01-10

Downloads
38 (#419,667)

6 months
13 (#194,844)

Historical graph of downloads
How can I increase my downloads?

Citations of this work

Add more citations

References found in this work

No references found.

Add more references