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subject:"USA"
type:"article"
~person:"Jacobs, Michael <Jr.>"
~subject:"Portfolio selection"
~subject:"Theory"
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Jacobs, Michael <Jr.>
Fabozzi, Frank J.
22
Broll, Udo
21
Wang, Ruodu
15
Embrechts, Paul
13
Dionne, Georges
12
Hammoudeh, Shawkat
12
Tan, Ken Seng
12
Bhansali, Vineer
10
Mao, Tiantian
10
Martellini, Lionel
10
Schuermann, Til
10
Janabi, Mazin A. M. al
9
Alexander, Gordon J.
8
Bartram, Söhnke M.
8
Gatzert, Nadine
8
Goodwin, Barry K.
8
Härdle, Wolfgang
8
Righi, Marcelo Brutti
8
Baptista, Alexandre M.
7
Boonen, Tim J.
7
Cai, Jun
7
Gleißner, Werner
7
Godin, Frédéric
7
Guillén, Montserrat
7
Kürsten, Wolfgang
7
Lin, Yijia
7
McAleer, Michael
7
Rüschendorf, Ludger
7
Tang, Qihe
7
Wahl, Jack E.
7
Yang, Fan
7
Asimit, Alexandru V.
6
Balbás de la Corte, Alejandro
6
Bernard, Carole
6
Chen, Zhiping
6
Cheung, Ka Chun
6
Chi, Yichun
6
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International journal of financial engineering and risk management
2
Journal / The Capco Institute : journal of financial transformation
1
Journal of financial regulation and compliance : an international journal
1
Journal of risk management in financial institutions
1
Research in international business and finance
1
The journal of risk model validation
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ECONIS (ZBW)
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1
The accuracy of alternative supervisory methodologies for the stress testing of credit risk
Jacobs, Michael <Jr.>
- In:
International journal of financial engineering and risk …
3
(
2020
)
3
,
pp. 254-296
Persistent link: https://www.econbiz.de/10012253521
Saved in:
2
The validation of machine-learning models for the stress testing of credit risk
Jacobs, Michael <Jr.>
- In:
Journal of risk management in financial institutions
11
(
2017/2018
)
3
,
pp. 218-243
Persistent link: https://www.econbiz.de/10011942534
Saved in:
3
Stress testing and model validation : application of the Bayesian approach to a credit risk portfolio
Jacobs, Michael <Jr.>
;
Karagozoglu, Ahmet K.
; …
- In:
The journal of risk model validation
9
(
2015
)
3
,
pp. 41-70
Persistent link: https://www.econbiz.de/10011410323
Saved in:
4
The quantification and aggregation of model risk : perspectives on potential approaches
Jacobs, Michael <Jr.>
- In:
International journal of financial engineering and risk …
2
(
2015
)
2
,
pp. 124-154
Persistent link: https://www.econbiz.de/10011527495
Saved in:
5
On the characteristics of dynamic correlations between asset pairs
Jacobs, Michael <Jr.>
;
Karagozoglu, Ahmet K.
- In:
Research in international business and finance
32
(
2014
),
pp. 60-82
Persistent link: https://www.econbiz.de/10010434475
Saved in:
6
Supervisory requirements and expectations for portfolio level counterparty credit risk measurement and management
Jacobs, Michael <Jr.>
- In:
Journal of financial regulation and compliance : an …
22
(
2014
)
3
,
pp. 252-270
Persistent link: https://www.econbiz.de/10010471082
Saved in:
7
Stress testing credtit risk portfolios
Jacobs, Michael <Jr.>
- In:
Journal / The Capco Institute : journal of financial …
37
(
2013
),
pp. 53-75
Persistent link: https://www.econbiz.de/10010341034
Saved in:
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