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subject:"Credit risk"
~isPartOf:"Journal of financial services research : JFSR"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~subject:"Estimation"
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Credit risk
Estimation
Risikomaß
38
Risk measure
38
Portfolio selection
18
Portfolio-Management
18
Risiko
15
Risk
15
Theorie
15
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12
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Abdymomunov, Azamat
1
Bauer, Daniel
1
Blei, Sharon
1
Chun, So Yeon
1
Das, Sanjiv R.
1
Dimou, Paraskevi
1
Du, Zaichao
1
Düllmann, Klaus
1
Ergashev, Bakhodir
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
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1
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1
Lawrence, Colin
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Lesnevski, Vadim
1
Luo, Dan
1
Massacci, Daniele
1
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Wagner, Wolf
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Westernhagen, Natalja von
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1
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Journal of financial services research : JFSR
Management science : journal of the Institute for Operations Research and the Management Sciences
Journal of banking & finance
45
Journal of risk
33
The North American journal of economics and finance : a journal of financial economics studies
25
Finance research letters
24
Risks : open access journal
21
The journal of risk model validation
21
Insurance / Mathematics & economics
20
Economic modelling
19
International review of financial analysis
19
The journal of credit risk : published quarterly by Incisive Media
19
Applied economics
18
Discussion paper / Tinbergen Institute
18
Energy economics
17
International journal of forecasting
17
Journal of econometrics
16
Journal of empirical finance
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
Journal of international financial markets, institutions & money
13
Journal of financial econometrics : official journal of the Society for Financial Econometrics
12
Journal of risk management in financial institutions
12
Research in international business and finance
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International review of economics & finance : IREF
11
Journal of risk and financial management : JRFM
11
Quantitative finance
11
Working papers
10
Computational economics
9
International journal of theoretical and applied finance
9
Journal of financial econometrics
9
Pacific-Basin finance journal
9
Research paper series / Swiss Finance Institute
9
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9
SpringerLink / Bücher
9
CFS working paper series
8
Discussion paper / Deutsche Bundesbank
8
Econometric Institute research papers
8
European journal of operational research : EJOR
8
Journal of economic dynamics & control
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
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1
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:
2
Option-implied intrahorizon value at risk
Leippold, Markus
;
Vasiljević, Nikola
- In:
Management science : journal of the Institute for …
66
(
2020
)
1
,
pp. 397-414
Persistent link: https://www.econbiz.de/10012156632
Saved in:
3
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:
4
Tail risk dynamics in stock returns : links to the macroeconomy and global markets connectedness
Massacci, Daniele
- In:
Management science : journal of the Institute for …
63
(
2017
)
9
,
pp. 3072-3089
Persistent link: https://www.econbiz.de/10011749024
Saved in:
5
Backtesting expected shortfall : accounting for tail risk
Du, Zaichao
;
Escanciano, Juan Carlos
- In:
Management science : journal of the Institute for …
63
(
2017
)
4
,
pp. 940-958
Persistent link: https://www.econbiz.de/10011672768
Saved in:
6
The marginal cost of risk, risk measures, and capital allocation
Bauer, Daniel
;
Zanjani, George
- In:
Management science : journal of the Institute for …
62
(
2016
)
5
,
pp. 1431-1457
Persistent link: https://www.econbiz.de/10011487544
Saved in:
7
Integrating stress scenarios into risk quantification models
Abdymomunov, Azamat
;
Blei, Sharon
;
Ergashev, Bakhodir
- In:
Journal of financial services research : JFSR
47
(
2015
)
1
,
pp. 57-79
Persistent link: https://www.econbiz.de/10011325835
Saved in:
8
Credit risk spillovers among financial institutions around the global credit crisis : firm-level evidence
Yang, Jian
;
Zhou, Yinggang
- In:
Management science : journal of the Institute for …
59
(
2013
)
10
,
pp. 2343-2359
Persistent link: https://www.econbiz.de/10010202770
Saved in:
9
Forward-looking tail risk exposures at US Bank Holding Companies
Knaup, Martin
;
Wagner, Wolf
- In:
Journal of financial services research : JFSR
42
(
2012
)
1/2
,
pp. 35-54
Persistent link: https://www.econbiz.de/10009714851
Saved in:
10
The impact of downward rating momentum
Güttler, André
;
Raupach, Peter
- In:
Journal of financial services research : JFSR
37
(
2010
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10003955519
Saved in:
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