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  • Credit Portfolio Optimization under Condition of Multiple Credit Transition Metrics
    Transition Probability of the Initial BBB Bond 17 Repeat the above steps, for all bonds with different ... National Institute of Standards and Technology, Dec. 17. CreditPortfolioView—Approach Document and User’s ...

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    • Authors: Min Jie (Helen) Han
    • Date: May 2009
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Strategy development
    • Topics: Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments