Integrating market and credit risk: A simulation and optimisation perspective

B-Tier

Journal: Journal of Banking & Finance

Year: 2006

Volume: 30

Issue: 2

Pages: 717-742

Authors (3)

Jobst, Norbert J. (not in RePEc) Mitra, Gautam (not in RePEc) Zenios, Stavros A. (Norges Handelshøyskole (NHH))

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

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