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subject:"Credit risk"
~isPartOf:"Journal of banking & finance"
~subject:"Risikomanagement"
~subject:"Welt"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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Credit risk
Risikomanagement
Welt
Risikomaß
181
Risk measure
181
Theorie
83
Theory
83
Portfolio selection
77
Portfolio-Management
77
Risk management
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Dias, Alexandra
3
McNeil, Alexander J.
3
Armstrong, John
2
Bernard, Carole
2
Breuer, Thomas
2
Brigo, Damiano
2
Fermanian, Jean-David
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Gordy, Michael B.
2
Paterlini, Sandra
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Scaillet, Olivier
2
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2
Abduraimova, Kumushoy
1
Alexander, S.
1
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1
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1
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Journal of banking & finance
Insurance / Mathematics & economics
98
Risks : open access journal
59
Journal of risk
46
European journal of operational research : EJOR
43
Energy economics
38
The North American journal of economics and finance : a journal of financial economics studies
35
Economic modelling
34
Finance research letters
34
Journal of risk management in financial institutions
31
The journal of operational risk
28
The journal of risk model validation
28
International review of financial analysis
27
Discussion paper / Tinbergen Institute
21
International review of economics & finance : IREF
20
The journal of credit risk : published quarterly by Incisive Media
20
International journal of theoretical and applied finance
18
Journal of international financial markets, institutions & money
18
Quantitative finance
18
Research paper series / Swiss Finance Institute
18
Applied economics
16
SpringerLink / Bücher
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The European journal of finance
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Computational economics
15
Journal of empirical finance
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Journal of risk and financial management : JRFM
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International journal of forecasting
14
Research in international business and finance
14
Finance and stochastics
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Applied economics letters
12
Journal of econometrics
12
Pacific-Basin finance journal
12
Econometric Institute research papers
11
International journal of risk assessment and management : IJRAM
11
Working papers
11
Journal of financial stability
10
Journal of mathematical finance
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
International journal of finance & economics : IJFE
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ECONIS (ZBW)
78
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1
The case for CASE : estimating heterogeneous systemic effects
Du, Zaichao
;
Escanciano, Juan Carlos
;
Zhu, Guangwei
- In:
Journal of banking & finance
157
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014490722
Saved in:
2
Impact of systemic risk regulation on optimal policies and asset prices
Bernard, Carole
;
Cui, Xuecan
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014491945
Saved in:
3
Coherent risk measures alone are ineffective in constraining portfolio losses
Armstrong, John
;
Brigo, Damiano
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013463123
Saved in:
4
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:
5
Contagion and tail risk in complex financial networks
Abduraimova, Kumushoy
- In:
Journal of banking & finance
143
(
2022
),
pp. 1-27
Persistent link: https://www.econbiz.de/10013530779
Saved in:
6
Sensitivity-implied tail-correlation matrices
Paulusch, Joachim
;
Schlütter, Sebastian
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013400104
Saved in:
7
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:
8
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:
9
Systematic stress tests on public data
Breuer, Thomas
;
Summer, Martin
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012521044
Saved in:
10
Hedging crash risk in optimal portfolio selection
Zhu, Shushang
;
Zhu, Wei
;
Pei, Xi
;
Cui, Xueting
- In:
Journal of banking & finance
119
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012521210
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