Simulating Risk Contributions of Credit Portfolios - researchr publication bibtex

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Guangwu Liu. Simulating Risk Contributions of Credit Portfolios. Operations Research, 63(1):104-121, 2015. [doi]

@article{Liu15-14,
  title = {Simulating Risk Contributions of Credit Portfolios},
  author = {Guangwu Liu},
  year = {2015},
  doi = {10.1287/opre.2015.1351},
  url = {http://dx.doi.org/10.1287/opre.2015.1351},
  researchr = {https://researchr.org/publication/Liu15-14},
  cites = {0},
  citedby = {0},
  journal = {Operations Research},
  volume = {63},
  number = {1},
  pages = {104-121},
}

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