Bielecki, T.R.Cousin, A.Crépey, A.H.Herbertsson, Alexander2011-05-132011-05-132011-051403-2465http://hdl.handle.net/2077/25503engportfolio credit riskbasket credit derivativesdynamic min-variance hedgingcommon shocksMarkov Copula modelDynamic Hedging of Portfolio Credit Risk in a Markov Copula ModelText