//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Kreditgeschäft"
subject:"Kreditrisiko"
~isPartOf:"Working papers in economics"
~type_genre:"Collection of articles written by one author"
~type_genre:"Working Paper"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Risk management"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Kreditgeschäft
Kreditrisiko
Risikomanagement
7
Risk management
7
Credit risk
3
Portfolio selection
3
Portfolio-Management
3
CAPM
2
Multivariate Verteilung
2
Multivariate distribution
2
Risikomaß
2
Risk measure
2
Theorie
2
Theory
2
credit copula models
2
credit portfolio risk
2
equity portfolio risk
2
intensity-based models
2
numerical methods
2
Agrarproduktion
1
Agricultural production
1
Asset-Backed Securities
1
Asset-backed securities
1
Coalition
1
Cooperative game
1
Cost-benefit analysis
1
Credit derivative
1
Economics of insurance
1
Financial market
1
Financial services
1
Finanzdienstleistung
1
Finanzmarkt
1
Fourier-transform methods
1
Game theory
1
Koalition
1
Kooperatives Spiel
1
Kosten-Nutzen-Analyse
1
Kreditderivat
1
Markov chain
1
Markov-Kette
1
Option pricing theory
1
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Book / Working Paper
3
Type of publication (narrower categories)
All
Collection of articles written by one author
Working Paper
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Language
All
English
3
Author
All
Herbertsson, Alexander
3
Bielecki, Tomasz R.
1
Cousin, Areski
1
Crépy, Stéphane
1
Published in...
All
Working papers in economics
Discussion paper
15
Working paper series / European Central Bank
12
Discussion paper / Tinbergen Institute
8
CESifo working papers
7
Research paper series / Swiss Finance Institute
7
Working paper series
7
Working papers / Financial Institutions Center
7
Discussion papers / CEPR
6
Working paper / National Bureau of Economic Research, Inc.
6
Working papers / Bank for International Settlements
6
Finance and economics discussion series
5
Staff discussion paper
5
Staff working papers / Bank of England
5
Working paper
5
CFS working paper series
4
Research paper / International Center for Financial Asset Management and Engineering
4
Staff working paper / Bank of Canada
4
DNB working papers
3
Discussion paper / Centre for Economic Policy Research
3
Discussion papers / Deutsches Institut für Wirtschaftsforschung
3
Documentos de trabajo / Banco de España, Servicio de Estudios
3
IES working paper
3
KBA Centre for Research on Financial Markets and Policy working paper series
3
Questioni di economia e finanza
3
Staff reports / Federal Reserve Bank of New York
3
Swiss Finance Institute Research Paper
3
Temi di discussione / Banca d'Italia
3
Volkswirtschaftliche Diskussionsreihe
3
Working papers / Federal Reserve Bank of Atlanta
3
Working papers / Federal Reserve Bank of Philadelphia, Research Department
3
Working papers on finance
3
Barcelona GSE working paper series : working paper
2
CEMFI working paper
2
CESifo Working Paper
2
Discussion paper / Deutsche Bundesbank
2
Discussion paper / The Pensions Institute, Cass Business School, City University
2
Discussion papers / Governance and the Efficiency of Economic Systems
2
EBI working paper series
2
Econometric Institute research papers
2
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Risk management of stock portfolios with jumps at exogenous default events
Herbertsson, Alexander
-
2023
Persistent link: https://www.econbiz.de/10014431441
Saved in:
2
Saddlepoint approximations for credit portfolio distributions with applications in equity risk management
Herbertsson, Alexander
-
2023
Persistent link: https://www.econbiz.de/10014518798
Saved in:
3
A Markov Copula model of portfolio credit risk with stochastic intensities and Random recoveries
Bielecki, Tomasz R.
;
Cousin, Areski
;
Crépy, Stéphane
; …
-
2012
Persistent link: https://www.econbiz.de/10009630172
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->