Modern Quantification of Credit Risk
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Modern Quantification of Credit Risk
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À propos de cet audio
Join our hosts and Moody’s Analytics Global Head of Quantitative Research Dr. Jing Zhang as they take on modern portfolio theory and the quantification of credit risk. Highlights include a review of Harry Markowitz’s paper “Portfolio Selection” and a discussion about new drivers in credit analytics such as climate risk.
Read more about our guest:
Dr. Jing Zhang, Global Head of Quantitative Research, Moody's Analytics
This episode makes reference to the following works:
"Portfolio Selection" by Harry Markowitz, published in the Journal of Finance, 1952.
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