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subject:"Credit risk"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~subject:"Statistische Verteilung"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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Credit risk
Statistische Verteilung
Risikomaß
138
Risk measure
138
Theorie
97
Theory
97
Portfolio selection
75
Portfolio-Management
75
Risiko
64
Risk
64
Risikomanagement
46
Risk management
46
Measurement
36
Messung
36
Mathematical programming
32
Mathematische Optimierung
32
Stochastic process
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Stochastischer Prozess
31
Robust statistics
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Robustes Verfahren
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Risikoaversion
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Risk aversion
14
Statistical distribution
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Decision under uncertainty
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Entscheidung unter Unsicherheit
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Decision under risk
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Entscheidung unter Risiko
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Experiment
11
Kreditrisiko
11
Simulation
11
Stochastic programming
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Portfolio optimization
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Bank risk
9
Bankrisiko
9
Conditional value-at-risk
9
Estimation
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Finance
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Financial services
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English
24
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Allen, David E.
1
Bauer, Daniel
1
Choudhry, Taufiq
1
Chun, So Yeon
1
Demetrescu, Matei
1
Drenovak, Mikica
1
Du, Zaichao
1
Escanciano, Juan Carlos
1
Fernández, Arturo J.
1
Gabrysch, Janet
1
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1
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1
Hou, Liwen
1
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1
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1
In, Francis
1
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1
Ivanković, Miloš
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Jelic, Ranko
1
Jin, Xing
1
Lassance, Nathan
1
Lee, Yong Woong
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Lejeune, Miguel A.
1
Lesnevski, Vadim
1
Leymarie, Jérémy
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Li, Dong
1
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1
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1
Powell, R. J.
1
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European journal of operational research : EJOR
Management science : journal of the Institute for Operations Research and the Management Sciences
Insurance / Mathematics & economics
79
Journal of banking & finance
50
Risks : open access journal
33
Discussion paper / Tinbergen Institute
28
Journal of risk
27
International journal of forecasting
25
The journal of risk model validation
21
Economic modelling
20
The journal of credit risk : published quarterly by Incisive Media
20
The journal of operational risk
20
Finance research letters
18
Journal of risk management in financial institutions
17
Journal of econometrics
16
Journal of empirical finance
16
Applied economics
15
International review of financial analysis
15
The North American journal of economics and finance : a journal of financial economics studies
14
Journal of financial econometrics
13
The European journal of finance
13
Journal of international financial markets, institutions & money
12
Journal of risk and financial management : JRFM
12
Quantitative finance
12
Research paper series / Swiss Finance Institute
12
SFB 649 discussion paper
12
Computational economics
11
International journal of theoretical and applied finance
11
Scandinavian actuarial journal
11
International review of economics & finance : IREF
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Journal of forecasting
10
Swiss Finance Institute Research Paper
10
Working papers
10
Astin bulletin : the journal of the International Actuarial Association
9
Energy economics
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
Journal of financial services research : JFSR
8
Pacific-Basin finance journal
8
Applied economics letters
7
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ECONIS (ZBW)
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1
First passage times in portfolio optimization : a novel nonparametric approach
Zsurkis, Gabriel
;
Nicolau, João
;
Rodrigues, Paulo M. M.
- In:
European journal of operational research : EJOR
312
(
2024
)
3
,
pp. 1074-1085
Persistent link: https://www.econbiz.de/10014456467
Saved in:
2
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:
3
Portfolio selection : a target-distribution approach
Lassance, Nathan
;
Vrins, Frédéric
- In:
European journal of operational research : EJOR
310
(
2023
)
1
,
pp. 302-314
Persistent link: https://www.econbiz.de/10014340178
Saved in:
4
Monitoring value-at-risk and expected shortfall forecasts
Hoga, Yannick
;
Demetrescu, Matei
- In:
Management science : journal of the Institute for …
69
(
2023
)
5
,
pp. 2954-2971
Persistent link: https://www.econbiz.de/10014305469
Saved in:
5
Copula-based Black-Litterman portfolio optimization
Sahamkhadam, Maziar
;
Stephan, Andreas
;
Östermark, Ralf
- In:
European journal of operational research : EJOR
297
(
2022
)
3
,
pp. 1055-1070
Persistent link: https://www.econbiz.de/10013262000
Saved in:
6
Tail risk and robust portfolio decisions
Jin, Xing
;
Luo, Dan
;
Zeng, Xudong
- In:
Management science : journal of the Institute for …
67
(
2021
)
5
,
pp. 3254-3275
Persistent link: https://www.econbiz.de/10012581376
Saved in:
7
A vehicle routing problem with distribution uncertainty in deadlines
Zhang, Dali
;
Li, Dong
;
Sun, Hailin
;
Hou, Liwen
- In:
European journal of operational research : EJOR
292
(
2021
)
1
,
pp. 311-326
Persistent link: https://www.econbiz.de/10012495440
Saved in:
8
Estimating Value-at-Risk and Expected Shortfall using the intraday low and range data
Meng, Xiaochun
;
Taylor, James W.
- In:
European journal of operational research : EJOR
280
(
2020
)
1
,
pp. 191-202
Persistent link: https://www.econbiz.de/10012132379
Saved in:
9
Risk-based loan pricing : portfolio optimization approach with marginal risk contribution
Chun, So Yeon
;
Lejeune, Miguel A.
- In:
Management science : journal of the Institute for …
66
(
2020
)
8
,
pp. 3735-3753
Persistent link: https://www.econbiz.de/10012289204
Saved in:
10
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
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