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subject:"Optionspreistheorie"
subject:"Portfolio-Management"
~person:"Jacobs, Michael <Jr.>"
~type_genre:"Aufsatz in Zeitschrift"
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Optionspreistheorie
Portfolio-Management
Risikomanagement
9
Risk management
9
Credit risk
7
Financial services
7
Finanzdienstleistung
7
Kreditrisiko
7
model risk
6
Portfolio selection
5
credit risk
5
Bank risk
4
Bankrisiko
4
Basel Accord
4
Basler Akkord
4
CCAR
4
Financial crisis
4
Finanzkrise
4
Theorie
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Theory
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financial crisis
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stress testing
4
DFAST
3
Modellierung
3
Scientific modelling
3
model validation
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Bayes-Statistik
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Bayesian inference
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Forecasting model
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Prognoseverfahren
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Risiko
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Risk
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vector autoregression
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ARCH model
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ARCH-Modell
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Bankenaufsicht
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Banking supervision
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Aufsatz in Zeitschrift
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5
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Jacobs, Michael <Jr.>
Wang, Ruodu
12
Fabozzi, Frank J.
11
Hammoudeh, Shawkat
11
Mao, Tiantian
8
Alexander, Gordon J.
7
Guillén, Montserrat
7
Janabi, Mazin A. M. al
7
Tan, Ken Seng
7
Yang, Fan
7
Baptista, Alexandre M.
6
Bhansali, Vineer
6
Kakushadze, Zura
6
Martellini, Lionel
6
Mitra, Sovan
6
Righi, Marcelo Brutti
6
Zhu, Shushang
6
Chen, An
5
Chen, Zhiping
5
Godin, Frédéric
5
Härdle, Wolfgang
5
Li, Duan
5
Mensi, Walid
5
Regis, Luca
5
Rüschendorf, Ludger
5
Satchell, Stephen
5
Simonian, Joseph
5
Siu, Tak Kuen
5
Bernard, Carole
4
Boonen, Tim J.
4
Brandtner, Mario
4
Cossette, Hélène
4
Forsyth, Peter A.
4
Gaillardetz, Patrice
4
Ghorbel, Ahmed
4
Kang, Sang Hoon
4
Karagozoglu, Ahmet K.
4
Lin, Yijia
4
Luciano, Elisa
4
Marceau, Etienne
4
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International journal of financial engineering and risk management
1
Journal / The Capco Institute : journal of financial transformation
1
Journal of financial regulation and compliance : an international journal
1
Research in international business and finance
1
The journal of risk model validation
1
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ECONIS (ZBW)
5
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1
The accuracy of alternative supervisory methodologies for the stress testing of credit risk
Jacobs, Michael <Jr.>
- In:
International journal of financial engineering and risk …
3
(
2020
)
3
,
pp. 254-296
Persistent link: https://www.econbiz.de/10012253521
Saved in:
2
Stress testing and model validation : application of the Bayesian approach to a credit risk portfolio
Jacobs, Michael <Jr.>
;
Karagozoglu, Ahmet K.
; …
- In:
The journal of risk model validation
9
(
2015
)
3
,
pp. 41-70
Persistent link: https://www.econbiz.de/10011410323
Saved in:
3
On the characteristics of dynamic correlations between asset pairs
Jacobs, Michael <Jr.>
;
Karagozoglu, Ahmet K.
- In:
Research in international business and finance
32
(
2014
),
pp. 60-82
Persistent link: https://www.econbiz.de/10010434475
Saved in:
4
Supervisory requirements and expectations for portfolio level counterparty credit risk measurement and management
Jacobs, Michael <Jr.>
- In:
Journal of financial regulation and compliance : an …
22
(
2014
)
3
,
pp. 252-270
Persistent link: https://www.econbiz.de/10010471082
Saved in:
5
Stress testing credtit risk portfolios
Jacobs, Michael <Jr.>
- In:
Journal / The Capco Institute : journal of financial …
37
(
2013
),
pp. 53-75
Persistent link: https://www.econbiz.de/10010341034
Saved in:
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