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dcterms:bibliographicCitation <http://dblp.uni-trier.de/rec/bibtex/conf/wce/JewanGW08>
dc:creator <https://dblp.l3s.de/d2r/resource/authors/Diresh_Jewan>
dc:creator <https://dblp.l3s.de/d2r/resource/authors/Gareth_Witten>
dc:creator <https://dblp.l3s.de/d2r/resource/authors/Renkuan_G._Guo>
foaf:homepage <http://dx.doi.org/doi.org%2F10.1007%2F978-90-481-2311-7%5F49>
foaf:homepage <https://doi.org/10.1007/978-90-481-2311-7_49>
dc:identifier DBLP conf/wce/JewanGW08 (xsd:string)
dc:identifier DOI doi.org%2F10.1007%2F978-90-481-2311-7%5F49 (xsd:string)
dcterms:issued 2008 (xsd:gYear)
rdfs:label Expected Tail Loss Efficient Frontiers for CDOS of Bespoke Portfolios Under One-Factor Copula Marginal Distributions. (xsd:string)
foaf:maker <https://dblp.l3s.de/d2r/resource/authors/Diresh_Jewan>
foaf:maker <https://dblp.l3s.de/d2r/resource/authors/Gareth_Witten>
foaf:maker <https://dblp.l3s.de/d2r/resource/authors/Renkuan_G._Guo>
swrc:pages 575-586 (xsd:string)
dcterms:partOf <https://dblp.l3s.de/d2r/resource/publications/conf/wce/2008lnee>
owl:sameAs <http://bibsonomy.org/uri/bibtexkey/conf/wce/JewanGW08/dblp>
owl:sameAs <http://dblp.rkbexplorer.com/id/conf/wce/JewanGW08>
rdfs:seeAlso <http://dblp.uni-trier.de/db/conf/wce/lnee39.html#JewanGW08>
rdfs:seeAlso <https://doi.org/10.1007/978-90-481-2311-7_49>
swrc:series <https://dblp.l3s.de/d2r/resource/conferences/wce>
dc:subject Collateralized Debt Obligations; Expected Tail Loss; Efficient Frontiers; Bespoke Portfolio; One-Factor Copula Marginal Distribution (xsd:string)
dc:title Expected Tail Loss Efficient Frontiers for CDOS of Bespoke Portfolios Under One-Factor Copula Marginal Distributions. (xsd:string)
dc:type <http://purl.org/dc/dcmitype/Text>
rdf:type swrc:InProceedings
rdf:type foaf:Document