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isPartOf:"Finance and capital markets"
subject:"Basler Akkord"
~isPartOf:"Finance research letters"
~isPartOf:"The journal of risk model validation"
~person:"Jacobs, Michael <Jr.>"
~subject:"Portfolio selection"
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Finance and capital markets
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The journal of risk model validation
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Quantification of model risk with an application to probability of default estimation and stress testing for a large corporate portfolio
Jacobs, Michael <Jr.>
- In:
The journal of risk model validation
16
(
2022
)
3
,
pp. 73-111
Persistent link: https://www.econbiz.de/10014540601
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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
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