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subject:"Portfolio selection"
subject:"World"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Kreditrisiko"
~subject:"Portfolio-Management"
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Portfolio selection
World
Kreditrisiko
Portfolio-Management
Risikomanagement
38
Risk management
38
Theorie
20
Theory
20
Credit risk
17
Risikomaß
15
Risk measure
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credit risk
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wrong-way risk
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Brigo, Damiano
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Amini, Hamed
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Ararat, Çağin
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Bielecki, Tomasz R.
1
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1
Capriotti, Luca
1
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1
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Felbert, Alexander von
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1
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1
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1
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1
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International journal of theoretical and applied finance
Insurance / Mathematics & economics
107
Journal of banking & finance
99
Journal of risk management in financial institutions
95
European journal of operational research : EJOR
73
Risks : open access journal
66
Finance research letters
64
SpringerLink / Bücher
58
Wiley finance series
54
Journal of risk
52
International review of financial analysis
43
Journal of risk and financial management : JRFM
38
Risiko-Manager
38
The journal of portfolio management : JPM
33
Quantitative finance
32
Springer eBook Collection
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The North American journal of economics and finance : a journal of financial economics studies
31
International review of economics & finance : IREF
28
Energy economics
27
Economic modelling
26
Journal of financial stability
25
The journal of portfolio management : a publication of Institutional Investor
25
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
25
NBER working paper series
24
Research paper series / Swiss Finance Institute
24
Die Bank
22
The journal of asset management
22
The journal of credit risk : published quarterly by Incisive Media
22
The journal of risk model validation
22
Discussion paper
21
The European journal of finance
20
The journal of investing
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Europäische Hochschulschriften / 5
19
Research in international business and finance
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Working paper series / European Central Bank
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Journal of investment management : JOIM
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Wiley finance
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Applied economics
17
Discussion paper / Tinbergen Institute
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Gabler Edition Wissenschaft
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ECONIS (ZBW)
26
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1
A liquidation risk adjustment for value at risk and expected shortfall
Wagalath, Lakshithe
;
Zubelli, Jorge P.
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011889543
Saved in:
2
Local risk minimization of contingent claims simultaneously exposed to endogenous and exogenous default times
Okhrati, Ramin
;
Karpathopoulos, Nikolaos
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012807897
Saved in:
3
Efficient risk measures calculations for generalized CreditRisk+ models
Huang, Zhenzhen
;
Kwok, Yue-Kuen
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-51
Persistent link: https://www.econbiz.de/10012650350
Saved in:
4
Optimal investment in hedge funds under loss aversion
Zou, Bin
- In:
International journal of theoretical and applied finance
20
(
2017
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011686964
Saved in:
5
Capital allocation for set-valued risk measures
Centrone, Francesca
;
Rosazza Gianin, Emanuela
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012270884
Saved in:
6
Measuring model risk in financial risk management and pricing
Jokhadze, Valeriane
;
Schmidt, Wolfgang M.
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012270928
Saved in:
7
Counterparty credit risk in a clearing network
Felbert, Alexander von
- In:
International journal of theoretical and applied finance
23
(
2020
)
6
,
pp. 1-21
Persistent link: https://www.econbiz.de/10012496786
Saved in:
8
An improved approach to evaluate default probabilities and default correlations with consistency
Li, Weiping
;
Krehbiel, Timothy L.
- In:
International journal of theoretical and applied finance
19
(
2016
)
5
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011525108
Saved in:
9
A spread-return mean-reverting model for credit spread dynamics
O'Donoghue, Brendan
;
Peacock, Matthew
;
Lee, Jacky
; …
- In:
International journal of theoretical and applied finance
17
(
2014
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10010364761
Saved in:
10
Shortfall risk minimization under fixed transaction costs
Nayman, Niv
- In:
International journal of theoretical and applied finance
21
(
2018
)
5
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011903790
Saved in:
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