Showing 1 - 2 results of 2 for search 'Andreas Mühlbacher', query time: 0.04s Refine Results
  1. 1
    Extreme Portfolio Loss Correlations in Credit Risk
    by Andreas Mühlbacher, Thomas Guhr
    Published 2018-07-01
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    Article
  2. 2
    Credit Risk Meets Random Matrices: Coping with Non-Stationary Asset Correlations
    by Andreas Mühlbacher, Thomas Guhr
    Published 2018-04-01
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    Article
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