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subject:"Credit risk"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Working Paper"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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Credit risk
Risikomaß
5,374
Risk measure
5,374
Theorie
2,485
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2,485
Portfolio selection
1,995
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1,995
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1,541
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422
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370
Bankrisiko
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Allen, David E.
16
Powell, Robert
11
Fermanian, Jean-David
9
Scaillet, Olivier
7
Düllmann, Klaus
6
Farkas, Walter
6
McAleer, Michael
6
Rösch, Daniel
6
Scheule, Harald
6
Fischer, Matthias
5
Grundke, Peter
5
Huschens, Stefan
5
Koch Medina, Pablo
5
Kupiec, Paul H.
5
Altman, Edward I.
4
Chang, Chia-Lin
4
De Jonghe, Olivier
4
Gouriéroux, Christian
4
Lee, Yong Woong
4
Lucas, André
4
Roszbach, Kasper
4
Singh, Abhay Kumar
4
Sironi, Andrea
4
Adrian, Tobias
3
Bernard, Carole
3
Brady, Brooks
3
Dannenberg, Henry
3
Gagliardini, Patrick
3
Herbertsson, Alexander
3
Ho, Kung-Cheng
3
Höse, Steffi
3
Jarrow, Robert A.
3
Lindé, Jesper
3
Löderbusch, Matthias
3
Lütkebohmert-Holtz, Eva
3
Maciag, Jakob
3
Monfort, Alain
3
Munari, Cosimo
3
Munari, Cosimo-Andrea
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Perraudin, William R. M.
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Journal of banking & finance
22
The journal of credit risk : published quarterly by Incisive Media
19
Journal of risk
12
Journal of risk management in financial institutions
11
Risks : open access journal
11
The journal of risk model validation
11
Discussion paper / Tinbergen Institute
8
Insurance / Mathematics & economics
8
Journal of financial services research : JFSR
8
Discussion paper / Deutsche Bundesbank
7
European journal of operational research : EJOR
7
Journal of international financial markets, institutions & money
7
School of Accounting, Finance and Economics & FEMARC working paper series
7
Economic modelling
6
International journal of theoretical and applied finance
6
Research paper series / Swiss Finance Institute
6
Discussion paper
5
Dresdner Beiträge zu quantitativen Verfahren
5
Finance research letters
5
The European journal of finance
5
The North American journal of economics and finance : a journal of financial economics studies
5
The journal of structured finance
5
International journal of economics and financial issues : IJEFI
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
BIS working papers
3
Computational economics
3
European financial management : the journal of the European Financial Management Association
3
Finance and stochastics
3
HKIMR working paper
3
International journal of forecasting
3
International review of financial analysis
3
Journal of financial regulation and compliance : an international journal
3
Journal of financial stability
3
Sveriges Riksbank working paper series
3
Swiss Finance Institute Research Paper
3
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
The journal of computational finance
3
The journal of fixed income
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
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ECONIS (ZBW)
422
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71
Default-implied asset correlation : empirical study for Moroccan companies
Ammari, Mustapha
;
Lakhnati, Ghizlane
- In:
International journal of economics and financial issues …
7
(
2017
)
2
,
pp. 415-425
Persistent link: https://www.econbiz.de/10011789290
Saved in:
72
A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies
Fantazzini, Dean
;
Zimin, Stephan
- In:
Journal of industrial and business economics
47
(
2020
)
1
,
pp. 19-69
Persistent link: https://www.econbiz.de/10012237346
Saved in:
73
Basel 3.5 vs. Basel III : a radical overhaul of the capital requirements pillar : the case of commodity exposures
Rossignolo, Adrian F.
- In:
International journal of banking, accounting and …
11
(
2020
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012167910
Saved in:
74
International Financial Reporting Standard 9 expected credit loss estimation : advanced models for estimating portfolio loss and weighting scenario losses
Yang, Bill Huajian
;
Wu, Biao
;
Cui, Kaijie
;
Du, Zunwei
; …
- In:
The journal of risk model validation
14
(
2020
)
1
,
pp. 19-34
Persistent link: https://www.econbiz.de/10014335910
Saved in:
75
Credit rating migration risk and interconnectedness in a corporate lending network
Kanno, Masayasu
- In:
Research in international business and finance
54
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012581392
Saved in:
76
Assessment of time-varying systemic risk in credit default swap indices : simultaneity and contagiousness
Choe, Geon Ho
;
Choi, So Eun
;
Jang, Hyun Jin
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012666122
Saved in:
77
A copula-based systemic risk measure : application to investment-grade and high-yield CDS portfolios
Choi, So Eun
;
Jang, Hyun Jin
;
Choe, Geon Ho
- In:
Applied economics letters
27
(
2020
)
15
,
pp. 1264-1271
Persistent link: https://www.econbiz.de/10012267120
Saved in:
78
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:
79
Interest rate swaps clearing and systemic risk
Bakoush, Mohamed
;
Gerding, Enrico H.
;
Wolfe, Simon
- In:
Finance research letters
33
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012430949
Saved in:
80
Are NPL-backed securities an investment opportunity?
Bolognesi, Enrica
;
Stucchi, Patrizia
;
Miani, Stefano
- In:
The quarterly review of economics and finance : journal …
77
(
2020
),
pp. 327-339
Persistent link: https://www.econbiz.de/10012431119
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