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Credit Loss Distributions under non-normality : Analysis of Infinite Homogeneous Portfolio of US Commercial Banks
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Yongwoong Lee | - |
| dc.contributor.author | Dominic Heesang Chai | - |
| dc.date.accessioned | 2021-12-30T00:26:50Z | - |
| dc.date.available | 2021-12-30T00:26:50Z | - |
| dc.date.issued | 2013-12 | - |
| dc.identifier.citation | Journal of information and operations management(경영정보논총), Vol.23 No.2, pp. 69-104 | - |
| dc.identifier.other | 999-000602 | - |
| dc.identifier.uri | https://hdl.handle.net/10371/176860 | - |
| dc.language.iso | en | - |
| dc.publisher | 서울대학교 경영정보연구소 | - |
| dc.title | Credit Loss Distributions under non-normality : Analysis of Infinite Homogeneous Portfolio of US Commercial Banks | - |
| dc.type | SNU Journal | - |
| dc.citation.journaltitle | Journal of information and operations management(경영정보논총) | - |
| dc.citation.endpage | 104 | - |
| dc.citation.number | 2 | - |
| dc.citation.pages | 69-104 | - |
| dc.citation.startpage | 69 | - |
| dc.citation.volume | 23 | - |
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