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subject:"Portfolio selection"
~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~subject:"Estimation"
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Portfolio selection
Estimation
Multivariate Verteilung
9
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Derivat
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Theory
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Credit risk
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Kreditrisiko
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Portfolio-Management
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copulas
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Asset-Backed Securities
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Choe, Geon Ho
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Ehrhardt, Matthias
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The journal of credit risk : published quarterly by Incisive Media
Insurance / Mathematics & economics
23
Applied economics
18
The North American journal of economics and finance : a journal of financial economics studies
18
Economic modelling
17
Energy economics
14
Journal of banking & finance
14
European journal of operational research : EJOR
11
International review of financial analysis
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Journal of empirical finance
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Journal of risk
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Risks : open access journal
9
Finance research letters
8
Journal of risk and financial management : JRFM
8
Computational economics
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SFB 649 discussion paper
7
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Pacific-Basin finance journal
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Quantitative finance
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The European journal of finance
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
5
Journal of econometrics
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Reihe Quantitative Ökonomie : Ökon
5
Agricultural finance review
4
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International journal of forecasting
4
International journal of theoretical and applied finance
4
International review of economics & finance : IREF
4
Robustness in econometrics
4
The journal of asset management : a major new, international quarterly journal for the financial community
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Tinbergen Institute research series
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Uncertainty analysis in econometrics with applications : [This volume contains papers presented at TES 2013 - The Sixth International Conference of the Thailand Econometric Society, which is held in Chiang Mai, Thailand, during January 10th - 11th, 2013 ...]
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Discussion paper / Deutsche Bundesbank
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Elliptical and archimedean copula models : an application to the price estimation of portfolio credit derivatives
Umeorah, Nneka
;
Mashele, Phillip
;
Ehrhardt, Matthias
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012519958
Saved in:
2
An efficient portfolio loss model
Fenger, Christian
- In:
The journal of credit risk : published quarterly by …
15
(
2019
)
3
,
pp. 21-39
Persistent link: https://www.econbiz.de/10012121560
Saved in:
3
A latent variable credit risk model comprising nonlinear dependencies in a sector framework with a stochastically dependent loss given default
Maciag, Jakob
;
Löderbusch, Matthias
- In:
The journal of credit risk : published quarterly by …
13
(
2017
)
4
,
pp. 37-74
Persistent link: https://www.econbiz.de/10012041612
Saved in:
4
The large homogeneous portfolio approximation with a two-factor Gaussian copula and random recovery rate
Choe, Geon Ho
;
Kwon, Soon Won
- In:
The journal of credit risk : published quarterly by …
10
(
2014
)
3
,
pp. 137-158
Persistent link: https://www.econbiz.de/10010426459
Saved in:
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