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subject:"Credit risk"
~isPartOf:"Journal of financial services research : JFSR"
~subject:"Estimation"
~subject:"Risk"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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Credit risk
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Journal of financial services research : JFSR
Insurance / Mathematics & economics
133
Journal of banking & finance
77
Risks : open access journal
64
European journal of operational research : EJOR
58
Journal of risk
51
Finance research letters
47
Quantitative finance
34
The North American journal of economics and finance : a journal of financial economics studies
33
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Energy economics
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International review of financial analysis
29
The journal of risk model validation
28
Discussion paper / Tinbergen Institute
27
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International journal of forecasting
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International journal of theoretical and applied finance
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Journal of empirical finance
22
Journal of risk and financial management : JRFM
22
Mathematics of operations research
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Finance and stochastics
21
Journal of econometrics
21
Computational economics
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International review of economics & finance : IREF
20
The journal of credit risk : published quarterly by Incisive Media
20
Journal of risk management in financial institutions
19
Operations research
19
Research paper series / Swiss Finance Institute
19
Mathematics and financial economics
18
Scandinavian actuarial journal
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of international financial markets, institutions & money
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Pacific-Basin finance journal
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Journal of mathematical finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Research in international business and finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Working papers
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Journal of economic dynamics & control
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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The European journal of finance
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1
"Spectral risk measures: properties and limitations" : comment on Dowd, Cotter, and Sorwar
Brandtner, Mario
- In:
Journal of financial services research : JFSR
49
(
2016
)
1
,
pp. 121-131
Persistent link: https://www.econbiz.de/10011591964
Saved in:
2
Testing for systemic risk using stock returns
Kupiec, Paul H.
;
Güntay, Levent
- In:
Journal of financial services research : JFSR
49
(
2016
)
2/3
,
pp. 203-227
Persistent link: https://www.econbiz.de/10011592075
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
Saved in:
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