Wagner Wolf

Wolf Wagner

Information about the author Wolf Wagner will soon be added to the site.
Found 2 papers in total
A Market‐Based Measure of Credit Portfolio Quality and Banks' Performance During the Subprime Crisis
2012
We propose a new method for measuring the quality of banks' credit portfolios. This...
Systemic Liquidation Risk and the Diversity–Diversification Trade-Off
2011
This paper proposes a portfolio choice model in which investors are subject to...
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