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person:"Franke, Günter"
subject:"Kreditrisiko"
~person:"Fabozzi, Frank J."
~person:"Rösch, Daniel"
~subject:"CAPM"
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Kreditrisiko
CAPM
Risikomanagement
81
Risk management
71
Portfolio selection
36
Portfolio-Management
36
Theorie
29
Theory
29
Credit risk
22
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12
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risk management
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English
28
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Franke, Günter
Fabozzi, Frank J.
Rösch, Daniel
Schuermann, Til
19
Broll, Udo
15
Saunders, Anthony
13
Arora, Anju
12
Rudolph, Bernd
12
Lucas, André
11
Brigo, Damiano
10
Chorafas, Dimitris N.
9
Engelmann, Bernd
9
Summer, Martin
9
Altman, Edward I.
8
Hull, John
8
Martin, Marcus R. W.
8
Overbeck, Ludger
8
Wall, Larry D.
8
Welzel, Peter
8
Becker, Axel
7
Bielecki, Tomasz R.
7
Breuer, Thomas
7
Cornett, Marcia Millon
7
Everling, Oliver
7
Frei, Christoph
7
Gantenbein, Pascal
7
Grundke, Peter
7
Hanson, Samuel G.
7
Jacobs, Michael <Jr.>
7
Krahnen, Jan Pieter
7
Lee, Cheng F.
7
Oehler, Andreas
7
Skoglund, Jimmy
7
Spremann, Klaus
7
Acharya, Viral V.
6
Albanese, Claudio
6
Almeida, Heitor
6
Baule, Rainer
6
Eller, Roland
6
Fermanian, Jean-David
6
Gatzert, Nadine
6
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Gottfried Wilhelm Leibniz Universität Hannover
1
University of Regensburg / Department of Statistics, Faculty of Business and Economics
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The Frank J. Fabozzi series
6
European journal of operational research : EJOR
3
Applied economics
1
Approaches to enterprise risk management
1
CFS working paper series
1
Center of Finance dissertation series
1
CoFE discussion papers
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Die Bank
1
Frank J. Fabozzi Ser
1
Frank J. Fabozzi Series
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International journal of forecasting
1
International review of finance
1
Investment management and financial management
1
Journal of financial engineering
1
Review of derivatives research
1
Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
1
The handbook of fixed income securities
1
The risks of financial institutions : [...papers and comments presented at a conference held in Woodstock, Vermont, 22-23 October 2004]
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to appear in: Journal of Credit Risk
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ECONIS (ZBW)
29
USB Cologne (business full texts)
1
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1
Statistical and machine learning for credit and market risk management
Nagl, Maximilian
-
2022
Persistent link: https://www.econbiz.de/10012880193
Saved in:
2
Resolution of defaulted loan contracts : an empirical analysis of default resolution time and loss given default
Betz, Jennifer
-
2018
Persistent link: https://www.econbiz.de/10012198130
Saved in:
3
Intertemporal defaulted bond recoveries prediction via machine learning
Nazemi, Abdolreza
;
Baumann, Friedrich
;
Fabozzi, Frank J.
- In:
European journal of operational research : EJOR
297
(
2022
)
3
,
pp. 1162-1177
Persistent link: https://www.econbiz.de/10013263044
Saved in:
4
Correlated default and parameter risk
Schmelzle, Martin
-
2018
Persistent link: https://www.econbiz.de/10012167010
Saved in:
5
Computing valuation adjustments for counterparty credit risk using a modified supervisory approach
Büchel, Patrick
;
Kratochwil, Michael
;
Rösch, Daniel
- In:
Review of derivatives research
23
(
2020
)
3
,
pp. 273-322
Persistent link: https://www.econbiz.de/10012303233
Saved in:
6
Credit risk analytics : measurement techniques, applications, and examples in SAS
Baesens, Bart
;
Rösch, Daniel
;
Scheule, Harald
-
2016
Persistent link: https://www.econbiz.de/10011533876
Saved in:
7
Systematic effects among loss given defaults and their Implications on downturn estimation
Betz, Jennifer
;
Kellner, Ralf
;
Rösch, Daniel
- In:
European journal of operational research : EJOR
271
(
2018
)
3
,
pp. 1113-1144
Persistent link: https://www.econbiz.de/10011903289
Saved in:
8
Bilateral counterparty risk valuation adjustment with wrong way risk on collateralized commodity counterparty
Yang, Yifan
;
Fabozzi, Frank J.
;
Bianchi, Michele Leonardo
- In:
Journal of financial engineering
2
(
2015
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10010528392
Saved in:
9
Stress testing for financial institutions : applications, regulations and techniques
Rösch, Daniel
(
ed.
)
-
2008
Persistent link: https://www.econbiz.de/10008738705
Saved in:
10
Cure events in default prediction
Wolter, Marcus
;
Rösch, Daniel
- In:
European journal of operational research : EJOR
238
(
2014
)
3
,
pp. 846-857
Persistent link: https://www.econbiz.de/10010401594
Saved in:
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