Challenges of capital allocation in one- and multi-period credit risk

von Pfister, Tamara
Veröffentlicht 2013

Capital allocation and per-unit risk in inhomogeneous and stressed credit portfolios

von Dorfleitner, Gregor
Veröffentlicht in The journal of fixed income (2013)

Justification of per-unit risk capital allocation in portfolio credit risk models

von Dorfleitner, Gregor
Veröffentlicht in International journal of theoretical and applied finance (2014)

Capital allocation in credit portfolios in a multi-period setting : a literature review and practical guidelines

von Pfister, Tamara
Veröffentlicht in Review of managerial science (2015)