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person:"Scaillet, Olivier"
subject:"Credit risk"
~person:"Welzel, Peter"
~subject:"Portfolio-Management"
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Credit risk
Portfolio-Management
Risikomanagement
32
Risk management
25
risk management
14
Kreditrisiko
12
Theorie
12
Theory
12
Hedging
11
Nichtparametrisches Verfahren
10
Derivat
8
Derivative
8
Nonparametric statistics
8
Sensitivity analysis
7
Sensitivitätsanalyse
7
Risikomaß
5
Risk measure
5
Bank risk
4
Bankrisiko
4
Bootstrap approach
4
Bootstrap-Verfahren
4
Nichtlineare Optimierung
4
Nonlinear programming
4
Portfolio selection
4
Statistical distribution
4
Statistische Verteilung
4
Asset-liability management
3
Bilanzstrukturmanagement
3
Business cycle
3
Core
3
Estimation theory
3
Konjunktur
3
Schätztheorie
3
Agriculture
2
Assets management
2
Incomplete markets
2
Interest rate risk
2
Landwirtschaft
2
Multivariate Analyse
2
Pension funds
2
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Book / Working Paper
8
Article
7
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Arbeitspapier
8
Graue Literatur
8
Non-commercial literature
8
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8
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7
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7
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2
Government document
2
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Language
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English
12
German
3
Author
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Scaillet, Olivier
Welzel, Peter
Fabozzi, Frank J.
36
Schuermann, Til
24
Wang, Ruodu
19
Diebold, Francis X.
18
McAleer, Michael
17
Broll, Udo
16
Saunders, Anthony
16
Rösch, Daniel
15
Brigo, Damiano
13
Eller, Roland
13
Hammoudeh, Shawkat
13
Härdle, Wolfgang
13
Rudolph, Bernd
13
Arora, Anju
12
Engle, Robert F.
12
Račev, Svetlozar T.
12
Bhansali, Vineer
11
Bollerslev, Tim
11
Lucas, André
11
Martellini, Lionel
11
Pesaran, M. Hashem
11
Satchell, Stephen
11
Chorafas, Dimitris N.
10
Kakushadze, Zura
10
Lo, Andrew W.
10
Papenbrock, Jochen
10
Roncalli, Thierry
10
Scherer, Bernd
10
Skoglund, Jimmy
10
Acharya, Viral V.
9
Chang, Chia-Lin
9
Chen, Wei
9
Christoffersen, Peter F.
9
Csóka, Péter
9
Farkas, Walter
9
Glasserman, Paul
9
Jacobs, Michael <Jr.>
9
Janabi, Mazin A. M. al
9
Lee, Cheng F.
9
Overbeck, Ludger
9
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Universität Augsburg / Institut für Volkswirtschaftslehre
3
International Center for Financial Asset Management and Engineering
1
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Volkswirtschaftliche Diskussionsreihe
3
Schmalenbach business review : sbr
2
Série des documents de travail / Centre de Recherche en Économie et Statistique
2
Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
1
Discussion paper
1
Economics and business review
1
FAME research paper series
1
Journal of banking & finance
1
Journal of empirical finance
1
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
1
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
1
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ECONIS (ZBW)
15
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1
Risk sharing markets and hedging a loan portfolio: a note
Broll, Udo
;
Guo, Xu
;
Welzel, Peter
- In:
Economics and business review
3
(
2017
)
4
,
pp. 47-54
Persistent link: https://www.econbiz.de/10011795807
Saved in:
2
Managing credit risk with credit and macro derivatives
Broll, Udo
(
contributor
);
Schweimayer, Gerhard
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001838232
Saved in:
3
Sensitivity analysis of VaR expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791460
Saved in:
4
Bankrisiko und Risikosteuerung mit Derivaten
Broll, Udo
(
contributor
);
Welzel, Peter
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001693182
Saved in:
5
Credit risk and credit derivatives in banking
Broll, Udo
(
contributor
);
Welzel, Peter
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001693183
Saved in:
6
Sensitivity analysis of VaR and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
- In:
Journal of banking & finance
29
(
2005
)
4
,
pp. 927-958
Persistent link: https://www.econbiz.de/10002600391
Saved in:
7
Managing credit risk with credit and macro derivatives
Broll, Udo
;
Schweimayer, Gerhard
;
Welzel, Peter
- In:
Schmalenbach business review : sbr
56
(
2004
)
4
,
pp. 360-378
Persistent link: https://www.econbiz.de/10002343850
Saved in:
8
Discussion of "Managing credit risk with credit and macro derivatives"
Hartmann-Wendels, Thomas
- In:
Schmalenbach business review : sbr
56
(
2004
)
4
,
pp. 379-381
Persistent link: https://www.econbiz.de/10002343855
Saved in:
9
Bankrisiko und Risikosteuerung mit Derivaten
Broll, Udo
;
Welzel, Peter
- In:
Wirtschaftswissenschaftliches Studium : WiSt ; …
32
(
2003
)
9
,
pp. 506-510
Persistent link: https://www.econbiz.de/10001784069
Saved in:
10
Sensitivity analysis of VaR and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
-
2003
Persistent link: https://www.econbiz.de/10001807607
Saved in:
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