Essays about: "Martin Almqvist"
Found 1 essay containing the words Martin Almqvist.
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1. Active Management of Non-Granular Loan Portfolios
University essay from Lunds universitet/Matematisk statistikAbstract : This thesis considers quantitative tools for assessing concentration risks in credit portfolios that may underlie decision making in an active portfolio management setting. The study incorporates a literature review, which considers analytical and simulation based credit risk models in a Merton-type framework as well as aspects of credit portfolio management. READ MORE
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