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subject:"Credit risk"
~isPartOf:"Journal of financial services research : JFSR"
~subject:"Estimation"
~subject:"Portfolio selection"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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Journal of financial services research : JFSR
Insurance / Mathematics & economics
113
Journal of banking & finance
102
Journal of risk
67
European journal of operational research : EJOR
66
Risks : open access journal
58
Finance research letters
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The North American journal of economics and finance : a journal of financial economics studies
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Discussion paper / Tinbergen Institute
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International review of financial analysis
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Journal of international financial markets, institutions & money
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The journal of credit risk : published quarterly by Incisive Media
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International review of economics & finance : IREF
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
A critique of revised Basel II
Jarrow, Robert A.
- In:
Journal of financial services research : JFSR
32
(
2007
)
1/2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10003576332
Saved in:
5
Basel II : correlation related issues
Das, Sanjiv R.
- In:
Journal of financial services research : JFSR
32
(
2007
)
1/2
,
pp. 17-38
Persistent link: https://www.econbiz.de/10003576336
Saved in:
6
A tractable model to measure sector concentration risk in credit portfolios
Düllmann, Klaus
;
Masschelein, Nancy
- In:
Journal of financial services research : JFSR
32
(
2007
)
1/2
,
pp. 55-79
Persistent link: https://www.econbiz.de/10003576365
Saved in:
7
Does diversification improve the performance of German banks? : evidence from individual bank loan portfolios /Evelyn Hayden; Daniel Porath; Natalja von Westernhagen
Hayden, Evelyn
;
Porath, Daniel
;
Westernhagen, Natalja von
- In:
Journal of financial services research : JFSR
32
(
2007
)
3
,
pp. 123-140
Persistent link: https://www.econbiz.de/10003576530
Saved in:
8
Skewness of returns, capital adequacy, and mortgage lending
Dimou, Paraskevi
;
Lawrence, Colin
;
Milne, Alistair
- In:
Journal of financial services research : JFSR
28
(
2005
)
1/2/3
,
pp. 135-161
Persistent link: https://www.econbiz.de/10003227605
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