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subject:"Credit risk"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Journal of banking & finance"
~subject:"Welt"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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Credit risk
Welt
Risikomaß
291
Risk measure
291
Theorie
168
Theory
168
Portfolio selection
137
Portfolio-Management
137
Risiko
96
Risk
96
Risikomanagement
90
Risk management
90
Measurement
49
Messung
49
Statistical distribution
40
Statistische Verteilung
40
Mathematical programming
35
Mathematische Optimierung
35
Stochastic process
31
Stochastischer Prozess
31
Kreditrisiko
29
Estimation
28
Schätzung
28
ARCH model
26
ARCH-Modell
26
Financial crisis
25
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25
Volatility
25
Volatilität
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Systemic risk
22
Basel Accord
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Basler Akkord
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Bank risk
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Bankrisiko
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Forecasting model
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Prognoseverfahren
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Systemrisiko
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Fermanian, Jean-David
2
Scaillet, Olivier
2
Weiß, Gregor
2
Allen, David E.
1
Barnhill, Theodore M.
1
Bernard, Carole
1
Bostandzic, Denefa
1
Brownlees, Christian
1
Carey, Mark S.
1
Chabot, Ben
1
Choudhry, Taufiq
1
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1
Dietsch, Michel
1
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1
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1
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1
Farmer, J. Doyne
1
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1
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1
Gabrysch, Janet
1
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1
García-Céspedes, Rubén
1
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1
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1
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1
Gravelle, Toni
1
Hewins, Robin David
1
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1
Hurlin, Christophe
1
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1
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1
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1
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1
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1
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1
Kurz, Christopher J.
1
Laurent, Jean-Paul
1
Lee, Yong Woong
1
Leymarie, Jérémy
1
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1
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European journal of operational research : EJOR
Journal of banking & finance
Energy economics
19
The journal of credit risk : published quarterly by Incisive Media
19
Journal of risk management in financial institutions
16
The North American journal of economics and finance : a journal of financial economics studies
16
Journal of risk
15
Finance research letters
14
Risks : open access journal
14
International review of financial analysis
13
The journal of risk model validation
13
Discussion paper / Tinbergen Institute
12
Economic modelling
11
Journal of international financial markets, institutions & money
11
Econometric Institute research papers
10
International review of economics & finance : IREF
9
Research paper series / Swiss Finance Institute
9
Discussion paper / Deutsche Bundesbank
8
Insurance / Mathematics & economics
8
Journal of financial services research : JFSR
8
School of Accounting, Finance and Economics & FEMARC working paper series
8
Working paper
8
International journal of theoretical and applied finance
7
SpringerLink / Bücher
7
The European journal of finance
7
Journal of financial stability
6
Research in international business and finance
6
Applied economics letters
5
Computational economics
5
Discussion paper
5
Dresdner Beiträge zu quantitativen Verfahren
5
European financial management : the journal of the European Financial Management Association
5
Journal of international money and finance
5
Pacific-Basin finance journal
5
The journal of structured finance
5
Wiley finance series
5
BestMasters
4
Bundesbank Series 2 Discussion Paper
4
International journal of economics and financial issues : IJEFI
4
Journal of empirical finance
4
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ECONIS (ZBW)
40
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1
Modelling credit card exposure at default using vine copula quantile regression
Wattanawongwan, Suttisak
;
Mues, Christophe
;
Okhrati, Ramin
- In:
European journal of operational research : EJOR
311
(
2023
)
1
,
pp. 387-399
Persistent link: https://www.econbiz.de/10014336533
Saved in:
2
A new approach to credit ratings
Pertaia, Giorgi
;
Prokhorov, Artem
;
Uryasev, Stan
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013463125
Saved in:
3
Downside risk and the cross-section of cryptocurrency returns
Zhang, Wei
;
Li, Yi
;
Xiong, Xiong
;
Wang, Pengfei
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013256328
Saved in:
4
Back to the future : backtesting systemic risk measures during historical bank runs and the great depression
Brownlees, Christian
;
Chabot, Ben
;
Ghysels, Eric
;
Kurz, …
- In:
Journal of banking & finance
113
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012226121
Saved in:
5
Sharp asymptotics for large portfolio losses under extreme risks
Tang, Qihe
;
Tang, Zhaofeng
;
Yang, Yang
- In:
European journal of operational research : EJOR
276
(
2019
)
2
,
pp. 710-722
Persistent link: https://www.econbiz.de/10012003644
Saved in:
6
Liquidity tail risk and credit default swap spreads
Irresberger, Felix
;
Weiß, Gregor
;
Gabrysch, Janet
; …
- In:
European journal of operational research : EJOR
269
(
2018
)
3
,
pp. 1137-1153
Persistent link: https://www.econbiz.de/10011866884
Saved in:
7
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:
8
National elections and tail risk : international evidence
Li, Qingyuan
;
Li, Si
;
Li, Xu
- In:
Journal of banking & finance
88
(
2018
),
pp. 113-128
Persistent link: https://www.econbiz.de/10011962591
Saved in:
9
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:
10
Accuracy of mortgage portfolio risk forecasts during financial crises
Lee, Yong Woong
;
Rösch, Daniel
;
Scheule, Harald
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 440-456
Persistent link: https://www.econbiz.de/10011436707
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