• Modern Quantification of Credit Risk

  • 2020/10/19
  • 再生時間： 31 分
  • ポッドキャスト

Modern Quantification of Credit Risk

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  • 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. 
    続きを読む 一部表示
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あらすじ・解説

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. 
続きを読む 一部表示

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