Asset return correlation: The case of automotive lease portfolios
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References listed on IDEAS
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Cited by:
- Marie-Paule Laurent, 2004. "Asset return correlation in Basel II: implications for credit risk management," Working Papers CEB 04-017.RS, ULB -- Universite Libre de Bruxelles.
- Pawel Siarka, 2021. "Global Portfolio Credit Risk Management: The US Banks Post-Crisis Challenge," Mathematics, MDPI, vol. 9(5), pages 1-19, March.
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More about this item
Keywords
leasing; asset return; correlation;All these keywords.
JEL classification:
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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