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subject:"Kreditgeschäft"
subject:"Kreditrisiko"
~isPartOf:"European journal of operational research : EJOR"
~subject:"Hedging"
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Kreditgeschäft
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Hedging
Risk management
214
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Theorie
115
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115
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79
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79
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52
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3
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2
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1
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European journal of operational research : EJOR
Journal of banking & finance
64
Journal of risk management in financial institutions
51
Insurance / Mathematics & economics
36
SpringerLink / Bücher
34
Finance research letters
31
Risks : open access journal
30
Risiko-Manager
28
Wiley finance series
26
Energy economics
24
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
24
Journal of risk
23
The journal of credit risk : published quarterly by Incisive Media
23
Die Bank
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Europäische Hochschulschriften / 5
22
International review of financial analysis
21
International journal of theoretical and applied finance
20
Journal of financial stability
20
The North American journal of economics and finance : a journal of financial economics studies
20
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18
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18
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17
Journal of Risk Finance
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The European journal of finance
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NBER working paper series
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Journal of risk and financial management : JRFM
15
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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International journal of economics and finance
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International journal of economics and financial issues : IJEFI
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1
Hedging with automatic liquidation and leverage selection on bitcoin futures
Alexander, Carol
;
Deng, Jun
;
Zou, Bin
- In:
European journal of operational research : EJOR
306
(
2023
)
1
,
pp. 478-493
Persistent link: https://www.econbiz.de/10014278033
Saved in:
2
Surrender contagion in life insurance
Cheng, Chunli
;
Hilpert, Christian
;
Miri Lavasani, Aidin
; …
- In:
European journal of operational research : EJOR
305
(
2023
)
3
,
pp. 1465-1479
Persistent link: https://www.econbiz.de/10013499052
Saved in:
3
Explainable models of credit losses
Bastos, João A.
;
Matos, Sara M.
- In:
European journal of operational research : EJOR
301
(
2022
)
1
,
pp. 386-394
Persistent link: https://www.econbiz.de/10013207383
Saved in:
4
Optimal dynamic longevity hedge with basis risk
Tan, Ken Seng
;
Weng, Chengguo
;
Zhang, Jinggong
- In:
European journal of operational research : EJOR
297
(
2022
)
1
,
pp. 325-337
Persistent link: https://www.econbiz.de/10013259312
Saved in:
5
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:
6
Machine learning for credit scoring: Improving logistic regression with non-linear decision-tree effects
Dumitrescu, Elena
;
Hué, Sullivan
;
Hurlin, Christophe
; …
- In:
European journal of operational research : EJOR
297
(
2022
)
3
,
pp. 1178-1192
Persistent link: https://www.econbiz.de/10013263050
Saved in:
7
Reducing transaction costs for interest rate risk hedging with stochastic programming
Blomvall, Jörgen
;
Hagenbjörk, Johan
- In:
European journal of operational research : EJOR
302
(
2022
)
3
,
pp. 1282-1293
Persistent link: https://www.econbiz.de/10013363855
Saved in:
8
Financial hedging in two-stage sustainable commodity supply chains
Wang, Moran
;
Guo, Xiaolong
;
Wang, Shouyang
- In:
European journal of operational research : EJOR
303
(
2022
)
2
,
pp. 803-818
Persistent link: https://www.econbiz.de/10013364035
Saved in:
9
Bank-sourced credit transition matrices : estimation and characteristics
Stepankova, Barbora
- In:
European journal of operational research : EJOR
288
(
2021
)
3
,
pp. 992-1005
Persistent link: https://www.econbiz.de/10012387447
Saved in:
10
Sometimes more, sometimes less : prudence and the diversification of risky insurance coverage
Reichel, Lukas
;
Schmeiser, Hato
;
Schreiber, Florian
- In:
European journal of operational research : EJOR
292
(
2021
)
2
,
pp. 770-783
Persistent link: https://www.econbiz.de/10012502398
Saved in:
11
Loss given default decomposition using mixture distributions of in-default events
Starosta, Wojciech
- In:
European journal of operational research : EJOR
292
(
2021
)
3
,
pp. 1187-1199
Persistent link: https://www.econbiz.de/10012502433
Saved in:
12
Risk management of renewable power producers from co-dependencies in cash flows
Bhattacharya, Saptarshi
;
Gupta, Aparna
;
Kar, Koushik
; …
- In:
European journal of operational research : EJOR
283
(
2020
)
3
,
pp. 1081-1093
Persistent link: https://www.econbiz.de/10012171766
Saved in:
13
Structural recovery of face value at default
Guha, Rajiv
;
Sbuelz, Alessandro
;
Tarelli, Andrea
- In:
European journal of operational research : EJOR
283
(
2020
)
3
,
pp. 1148-1171
Persistent link: https://www.econbiz.de/10012171774
Saved in:
14
Reducing estimation risk using a Bayesian posterior distribution approach : application to stress testing mortgage loan default
Wang, Zheqi
;
Crook, Jonathan N.
;
Andreeva, Galina
- In:
European journal of operational research : EJOR
287
(
2020
)
2
,
pp. 725-738
Persistent link: https://www.econbiz.de/10012293945
Saved in:
15
VIX derivatives, hedging and vol-of-vol risk
Kaeck, Andreas
;
Seeger, Norman
- In:
European journal of operational research : EJOR
283
(
2020
)
2
,
pp. 767-782
Persistent link: https://www.econbiz.de/10012294919
Saved in:
16
Dynamic survival models with varying coefficients for credit risks
Djeundje, Viani Biatat
;
Crook, Jonathan N.
- In:
European journal of operational research : EJOR
275
(
2019
)
1
,
pp. 319-333
Persistent link: https://www.econbiz.de/10011993283
Saved in:
17
Buy now and price later : supply contracts with time-consistent mean-variance financial hedging
Li, Qiang
;
Niu, Baozhuang
;
Chu, Lap Keung
;
Ni, Jian
; …
- In:
European journal of operational research : EJOR
268
(
2018
)
2
,
pp. 582-595
Persistent link: https://www.econbiz.de/10011852650
Saved in:
18
Risk management of time varying floors for dynamic portfolio insurance
Ben-Ameur, Hatem
;
Prigent, Jean-Luc
- In:
European journal of operational research : EJOR
269
(
2018
)
1
,
pp. 363-381
Persistent link: https://www.econbiz.de/10011864356
Saved in:
19
Loss functions for Loss Given Default model comparison
Hurlin, Christophe
;
Leymarie, Jérémy
;
Patin, Antoine
- In:
European journal of operational research : EJOR
268
(
2018
)
1
,
pp. 348-360
Persistent link: https://www.econbiz.de/10011813102
Saved in:
20
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:
21
Market risk management in a post-Basel II regulatory environment
Drenovak, Mikica
;
Ranković, Vladimir
;
Ivanković, Miloš
; …
- In:
European journal of operational research : EJOR
257
(
2017
)
3
,
pp. 1030-1044
Persistent link: https://www.econbiz.de/10011641392
Saved in:
22
"Time-to-profit scorecards for revolving credit"
Sanchez-Barrios, Luis Javier
;
Andreeva, Galina
;
Ansell, Jake
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 397-406
Persistent link: https://www.econbiz.de/10011436686
Saved in:
23
A new mixture model for the estimation of credit card exposure at default
Leow, Mindy
;
Crook, Jonathan N.
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 487-497
Persistent link: https://www.econbiz.de/10011436718
Saved in:
24
Hedging Conditional Value at Risk with options
Capiński, Maciej
- In:
European journal of operational research : EJOR
242
(
2015
)
2
,
pp. 688-691
Persistent link: https://www.econbiz.de/10010491633
Saved in:
25
Assessing and hedging the cost of unseasonal weather : case of the apparel sector
Bertrand, Jean-Louis
;
Brusset, Xavier
;
Fortin, Maxime
- In:
European journal of operational research : EJOR
244
(
2015
)
1
,
pp. 261-276
Persistent link: https://www.econbiz.de/10010531942
Saved in:
26
Collaborative forecasting, inventory hedging and contract coordination in dynamic supply risk management
Gao, Long
- In:
European journal of operational research : EJOR
245
(
2015
)
1
,
pp. 133-145
Persistent link: https://www.econbiz.de/10011290716
Saved in:
27
Identifying future defaulters : a hierarchical Bayesian method
Liu, Fan
;
Hua, Zhongsheng
;
Lim, Andrew
- In:
European journal of operational research : EJOR
241
(
2015
)
1
,
pp. 202-211
Persistent link: https://www.econbiz.de/10010486875
Saved in:
28
Operations-finance interface models : a literature review and framework
Zhao, Lima
;
Huchzermeier, Arnd
- In:
European journal of operational research : EJOR
244
(
2015
)
3
,
pp. 905-917
Persistent link: https://www.econbiz.de/10011289852
Saved in:
29
Portfolio insurance : gap rising under conditional multiples
Ameur, H. Ben
;
Prigent, Jean-Luc
- In:
European journal of operational research : EJOR
236
(
2014
)
1
,
pp. 238-253
Persistent link: https://www.econbiz.de/10010361725
Saved in:
30
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:
31
Optimal hedging when the underlying asset follows a regime-switching Markov process
François, Pascal
;
Gauthier, Geneviève
;
Godin, Frédéric
- In:
European journal of operational research : EJOR
237
(
2014
)
1
,
pp. 312-322
Persistent link: https://www.econbiz.de/10010378599
Saved in:
32
Integrated bank risk modeling : a bottom-up statistical framework
Bellini, Tiziano
- In:
European journal of operational research : EJOR
230
(
2013
)
2
,
pp. 385-398
Persistent link: https://www.econbiz.de/10009771828
Saved in:
33
Pricing and risk management of interest rate swaps
Mitra, Sovan
;
Date, Paresh
;
Mamon, Rogemar
;
Wang, I-chieh
- In:
European journal of operational research : EJOR
228
(
2013
)
1
,
pp. 102-111
Persistent link: https://www.econbiz.de/10009734148
Saved in:
34
Evaluation of credit risk based on firm performance
Psillaki, Maria
;
Tsolas, Ioannis E.
;
Margaritis, Dimitris
- In:
European journal of operational research : EJOR
201
(
2010
)
3
,
pp. 873-881
Persistent link: https://www.econbiz.de/10003959881
Saved in:
35
Risk management in power markets : the hedging value of production flexibility
Doege, Jörg
;
Fehr, Max
;
Hinz, Juri
;
Lüthi, Hans-Jakob
; …
- In:
European journal of operational research : EJOR
199
(
2009
)
3
,
pp. 936-943
Persistent link: https://www.econbiz.de/10003900571
Saved in:
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