A Portfolio View of Consumer Credit
收藏NBER2005-11-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w11735
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资源简介：
To compute risk-adjusted returns and gauge the volatility of their portfolios, lenders need to know the covariances of their loans' returns with aggregate returns. Cross-sectional differences in these covariances also provide insight into the nature of the shocks hitting different types of consumers
提供机构：
美国国家经济研究局
创建时间：
2005-11-01
