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Structured Credit Portfolio Analysis, Baskets and CDOs
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  • 2010Copula Estimation65 cited
  • 2009Credit Risk Models64 cited
  • 2017Special Purpose Entities in Megaprojects: Empty Boxes or Real Companies?63 cited
  • 2016Bernoulli and tail-dependence compatibility39 cited
  • 2011Securitization, Structuring and Pricing of Longevity Risk23 cited

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