• 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

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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