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~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
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Asia-Pacific financial markets
The journal of credit risk : published quarterly by Incisive Media
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In search of robust methods for multi-currency portfolio construction by value at risk
Tang, Mei-Ling
;
Do, Trung K.
- In:
Asia-Pacific financial markets
26
(
2019
)
1
,
pp. 107-126
Persistent link: https://www.econbiz.de/10012308050
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2
Art-secured lending : a risk analysis framework
Charlin, Ventura
;
Cifuentes, Arturo
- In:
The journal of credit risk : published quarterly by …
16
(
2020
)
2
,
pp. 67-93
Persistent link: https://www.econbiz.de/10012298997
Saved in:
3
Calculating capital charges for sector concentration risk
Kurtz, Cornelius
;
Lütkebohmert-Holtz, Eva
;
Sester, Julian
- In:
The journal of credit risk : published quarterly by …
14
(
2018
)
4
,
pp. 35-67
Persistent link: https://www.econbiz.de/10012041800
Saved in:
4
Portfolio credit risk model with extremal dependence of defaults and random recovery
Jeon, Jong-June
;
Kim, Sunggon
;
Lee, Yonghee
- In:
The journal of credit risk : published quarterly by …
13
(
2017
)
2
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011777675
Saved in:
5
The robustness of estimatiors in structural credit loss distributions
Batiz-Zuk, Enrique
;
Christodoulakis, George A.
;
Poon, …
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
2
,
pp. 67-97
Persistent link: https://www.econbiz.de/10011298505
Saved in:
6
Risk management for linear and non-linear assets : a bootstrap method with importance resampling to evaluate value-at-risk
Lin, Shih-kuei
;
Wang, Ren-her
;
Fuh, Cheng-der
- In:
Asia-Pacific financial markets
13
(
2006
)
3
,
pp. 261-295
Persistent link: https://www.econbiz.de/10003609500
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