Credit portfolios: What defines risk horizons and risk measurement?

B-Tier

Journal: Journal of Banking & Finance

Year: 2007

Volume: 31

Issue: 12

Pages: 3663-3679

Authors (2)

Ebnother, Silvan (not in RePEc) Vanini, Paolo (Universität Basel)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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