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subject:"Portfolio-Management"
subject:"Kreditgeschäft"
~person:"Rösch, Daniel"
~type_genre:"Article in journal"
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Portfolio-Management
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Rösch, Daniel
Wang, Ruodu
12
Fabozzi, Frank J.
11
Hammoudeh, Shawkat
11
Mao, Tiantian
8
Alexander, Gordon J.
7
Guillén, Montserrat
7
Janabi, Mazin A. M. al
7
Tan, Ken Seng
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Bhansali, Vineer
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Kakushadze, Zura
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Martellini, Lionel
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Righi, Marcelo Brutti
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Zhu, Shushang
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5
Chen, Zhiping
5
Godin, Frédéric
5
Jacobs, Michael <Jr.>
5
Li, Duan
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Mensi, Walid
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Mitra, Sovan
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Regis, Luca
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Rüschendorf, Ludger
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Satchell, Stephen
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Bernard, Carole
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Boonen, Tim J.
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Brandtner, Mario
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Cossette, Hélène
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Ghorbel, Ahmed
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Karagozoglu, Ahmet K.
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Lin, Yijia
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European journal of operational research : EJOR
1
International review of finance
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Journal of banking & finance
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Journal of economic dynamics & control
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Journal of risk
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ECONIS (ZBW)
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1
Hedging parameter risk
Claußen, Arndt
;
Rösch, Daniel
;
Schmelzle, Martin
- In:
Journal of banking & finance
100
(
2019
),
pp. 111-121
Persistent link: https://www.econbiz.de/10012162464
Saved in:
2
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:
3
The role of model risk in extreme value theory for capital adequacy
Kellner, Ralf
;
Rösch, Daniel
;
Scheule, Harald
- In:
Journal of risk
18
(
2016
)
6
,
pp. 39-70
Persistent link: https://www.econbiz.de/10011620651
Saved in:
4
Quantifying market risk with Value-at-Risk or Expected Shortfall? : consequences for capital requirements and model risk
Kellner, Ralf
;
Rösch, Daniel
- In:
Journal of economic dynamics & control
68
(
2016
),
pp. 45-63
Persistent link: https://www.econbiz.de/10011708407
Saved in:
5
Downturn credit portofolio risk regulatory capital and prudential incentives
Rösch, Daniel
;
Scheule, Harald
- In:
International review of finance
10
(
2010
)
2
,
pp. 185-207
Persistent link: https://www.econbiz.de/10003991361
Saved in:
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