PDF-The Empirical Relationship betweenAverage Asset Correlation Firm Prob

See Gordy 2000a b for further discussion of the ASRF approach The software firm KMV LLC is a leader in the field of credit risk modeling and capital budgeting Thisstudy

values asset portfolios edf asset values edf portfolios average size firms calibrated portfolio categories 20000 based correlation correlations 10000

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