//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"International journal of theoretical and applied finance"
~person:"Fabozzi, Frank J."
~person:"Kim, Young Shin"
~subject:"Credit risk"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Portfolio planning"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Credit risk
Portfolio selection
7
Portfolio-Management
7
Theorie
6
Theory
6
Measurement
3
Messung
3
Risiko
3
Risk
3
Stochastic process
3
Stochastischer Prozess
3
CAPM
2
Kreditrisiko
2
Probability theory
2
Risikomaß
2
Risk measure
2
Statistical distribution
2
Statistische Verteilung
2
Wahrscheinlichkeitsrechnung
2
Anlageverhalten
1
Asset-Backed Securities
1
Asset-backed securities
1
Behavioural finance
1
CVaR
1
Coherent risk measure
1
Credit
1
Credit derivative
1
Derivat
1
Derivative
1
Kredit
1
Kreditderivat
1
Mathematical programming
1
Mathematische Optimierung
1
Multivariate Analyse
1
Multivariate Verteilung
1
Multivariate analysis
1
Multivariate distribution
1
Normal mean-variance mixture
1
Normal tempered stable distribution
1
Probability metrics
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Fabozzi, Frank J.
Kim, Young Shin
Korn, Ralf
2
Ammann, Manuel
1
Andersen, Leif B. G.
1
Capriotti, Luca
1
Carmona, René
1
Crépey, Stéphane
1
Davis, Mark H.
1
Dempster, Michael A. H.
1
Di Nunno, Giulia
1
Dorfleitner, Gregor
1
Esparragoza-Rodriguez, Juan Carlos
1
Gümbel, Sandrine
1
Huang, Zhenzhen
1
Jeanblanc, Monique
1
Karpathopoulos, Nikolaos
1
Kim, Sung Ik
1
Kovilyanskaya, Helen
1
Kraft, Holger
1
Kwok, Yue-Kuen
1
Lee, Jacky
1
Lipton, Alexander
1
Maialy, Andre Cury
1
Mastrolia, Thibaut
1
Medova, Elena A.
1
Nishihara, Michi
1
O'Donoghue, Brendan
1
Okhrati, Ramin
1
Peacock, Matthew
1
Pfister, Tamara
1
Piterbarg, Vladimir
1
Possamai͏̈, Dylan
1
Rodrigues, Matheus Pimentel
1
Rutkowski, Marek
1
Réveillac, Anthony
1
Schmidt, Thorsten
1
Shibata, Takashi
1
Sidenius, Jakob
1
Sjursen, Steffen
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Journal / The Capco Institute : journal of financial transformation
1
The Frank J. Fabozzi series
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Factor copula model for portfolio credit risk
Kim, Sung Ik
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012652691
Saved in:
2
On some inconsistencies in modeling credit portfolio products
Fabozzi, Frank J.
;
Tunaru, Radu
- In:
International journal of theoretical and applied finance
10
(
2007
)
8
,
pp. 1305-1321
Persistent link: https://www.econbiz.de/10003632081
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->