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person:"Račev, Svetlozar T."
~isPartOf:"Journal of banking & finance"
~person:"Roszbach, Kasper"
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Račev, Svetlozar T.
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CVaR sensitivty with respect to tail thickness
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Journal of banking & finance
37
(
2013
)
3
,
pp. 977-988
Persistent link: https://www.econbiz.de/10009708724
Saved in:
2
Time series analysis for financial market meltdowns
Kim, Young Shin
;
Račev, Svetlozar T.
;
Bianchi, Michele …
- In:
Journal of banking & finance
35
(
2011
)
8
,
pp. 1879-1891
Persistent link: https://www.econbiz.de/10009247416
Saved in:
3
Internal ratings systems, implied credit risk and the consistency of banks ́risk classification policies
Jacobson, Tor
;
Lindé, Jesper
;
Roszbach, Kasper
- In:
Journal of banking & finance
30
(
2006
)
7
,
pp. 1899-1926
Persistent link: https://www.econbiz.de/10003339447
Saved in:
4
Bank lending policy, credit scoring and value-at-risk
Jacobson, Tor
;
Roszbach, Kasper
- In:
Journal of banking & finance
27
(
2003
)
4
,
pp. 615-633
Persistent link: https://www.econbiz.de/10001745382
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