Quang-Khoi Tran Professional, GERAD share HEC Montréal quang-khoi.tran@hec.ca Education Jun 2013 – Aug 2014 Master's degree , Financial Engineering Erreur de modèle en risque de crédit HEC Montréal – Department of Management Sciences, Hatem Ben-Ameur, director Publications Oct 2019 NORTA for portfolio credit risk Mohamed Ayadi, Hatem Ben-Ameur, Nabil Channouf, and Quang-Khoi Tran Annals of Operations Research, 281(1-2), 99–119, 2019 BibTeX reference Feb 2018 G-2016-123 NORTA for portfolio credit risk Mohamed Ayadi, Hatem Ben-Ameur, Nabil Channouf, and Quang-Khoi Tran We use NORTA (NORmal To Anything) to enhance normal credit-risk factor settings in modeling common risk factors and capturing contagion effects... BibTeX reference
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