Cyclical correlations, credit contagion, and portfolio losses

Article Abstract:

An analysis of overall credit losses on large portfolios of financial contracts with firms that are subject to both cyclical default correlation and direct contagion processes is furnished. FirmEs relation to overall economic factors causes cyclical default and the contagion default is caused by local interaction of the firm with its business partners.

Contracts, Global economy, Credits (Accounting)

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Comment on 'optimal portfolio selection in a value-at-risk framework.'

Article Abstract:

Clarifications on risk-free ratio methods, which are used to evaluate portfolio allocation problems, are presented.

Taiwan

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A further look at household portfolio choice and health status

Article Abstract:

A study is conducted to examine the relationship between health status and financial portfolio choice.

Canada, Forecasts, trends, outlooks, Forecasts and trends, Market trend/market analysis, Health status indicators, Personal income

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