An analytic approach to credit risk of large corporate bond and loan portfolios

B-Tier

Journal: Journal of Banking & Finance

Year: 2001

Volume: 25

Issue: 9

Pages: 1635-1664

Authors (4)

Lucas, Andre (Vrije Universiteit Amsterdam) Klaassen, Pieter (not in RePEc) Spreij, Peter (not in RePEc) Straetmans, Stefan (Maastricht University)

Score contribution per author:

0.503 = (α=2.01 / 4 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count