• Modern Quantification of Credit Risk

  • Oct 19 2020
  • Length: 31 mins
  • Podcast

Modern Quantification of Credit Risk By cover art

Modern Quantification of Credit Risk

Listen for free

View show details

  • Summary

  • 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. 
    Show more Show less
activate_primeday_promo_in_buybox_DT
Show more Show less

What listeners say about Modern Quantification of Credit Risk

Average customer ratings

Reviews - Please select the tabs below to change the source of reviews.

Audible.com reviews

Amazon reviews
No Reviews are Available