Media type: E-Book; Thesis Title: Challenges of capital allocation in one- and multi-period credit risk Other titles: Herausforderungen der Kapitalallokation im ein- und mehrperiodischen Kreditrisiko Contributor: Pfister, Tamara [Verfasser]; Dorfleitner, Gregor [Akademischer Betreuer] imprint: Regensburg: Universitätsbibliothek Regensburg, 2013 Extent: Online-Ressource Language: English Identifier: Keywords: Kreditrisiko ; Portfolio Selection ; Kreditgeschäft ; capital allocation, credit risk, per-unit risk, credit portfolio model, multi-period risk measure, heterogeneous portfolios ; Hochschulschrift Origination: University thesis: Regensburg, Universität Regensburg, Diss., 2013 Footnote: Access State: Open Access