//--> //--> //--> //-->
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:"Journal of financial services research : JFSR"
~isPartOf:"Journal of risk"
~subject:"Kreditrisiko"
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:"portfolio optimization"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Kreditrisiko
Portfolio selection
134
Portfolio-Management
134
Risikomaß
60
Risk measure
60
Theorie
49
Theory
49
Risikomanagement
42
Risk management
42
Risiko
25
Risk
25
Credit risk
23
Estimation
22
Schätzung
22
Capital income
17
Kapitaleinkommen
17
Measurement
15
Messung
15
Estimation theory
13
Schätztheorie
13
ARCH model
11
ARCH-Modell
11
Original research
11
Volatility
11
Volatilität
11
CAPM
10
Investment Fund
10
Investmentfonds
10
risk management
10
Financial services
9
Finanzdienstleistung
9
Forecasting model
9
Hedging
9
Prognoseverfahren
9
Statistical distribution
9
Statistische Verteilung
9
Basel Accord
8
Basler Akkord
8
USA
8
United States
8
more ...
less ...
Online availability
All
Undetermined
11
Type of publication
All
Article
23
Type of publication (narrower categories)
All
Article in journal
23
Aufsatz in Zeitschrift
23
Language
All
English
23
Author
All
Ambrosini, Giuseppe
1
Baule, Rainer
1
Bertagna, Andrea
1
Boeve, Rolf
1
Chu, Chih-Kang
1
Cicon, James
1
Cubukgil, Evren
1
Deliu, Dragos
1
Desai, Chintal A.
1
Düllmann, Klaus
1
Eisenbeis, Robert A.
1
Elliehausen, Gregory E.
1
Fermanian, Jean-David
1
Fischer, Matthias
1
Florentin, Clément
1
Frame, W. Scott
1
Giesinger, Michael
1
Gürtler, Marc
1
Güttler, André
1
Hamerle, Alfred
1
Hayden, Evelyn
1
Hesse, Frederik
1
Hibbeln, Martin
1
Hwang, Ruey-Ching
1
Kolman, Marek
1
Kupiec, Paul H.
1
Lawrence, Edward Charles
1
Liebig, Thilo
1
Lopez, Luca
1
Lütkebohmert-Holtz, Eva
1
Maciag, Jakob
1
Masschelein, Nancy
1
Menoncin, Francesco
1
Miu, Peter
1
Muromachi, Yukio
1
Nagl, Maximilian
1
Nassigh, Aldo
1
Ozdemir, Bogie
1
Parnes, Dror
1
Pedescu, Mirela
1
more ...
less ...
Published in...
All
Journal of financial services research : JFSR
Journal of risk
Journal of banking & finance
40
The journal of credit risk : published quarterly by Incisive Media
34
Discussion paper / Deutsche Bundesbank
21
International journal of theoretical and applied finance
21
The journal of risk model validation
21
Journal of financial stability
18
Insurance / Mathematics & economics
17
Bundesbank Series 2 Discussion Paper
16
Journal of risk management in financial institutions
16
SpringerLink / Bücher
14
Finance research letters
13
Risks : open access journal
12
International review of financial analysis
11
The journal of fixed income
10
Dresdner Beiträge zu quantitativen Verfahren
9
European journal of operational research : EJOR
9
Discussion paper
8
Finance and stochastics
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Research paper series / Swiss Finance Institute
8
Working paper series
8
Working papers in economics
8
BIS working papers
7
Discussion paper / Tinbergen Institute
7
Gabler Edition Wissenschaft
7
Journal of economic dynamics & control
7
Journal of international financial markets, institutions & money
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Die Bank
6
FRB of Philadelphia Working Paper
6
International review of economics & finance : IREF
6
Journal of investment management : JOIM
6
Quantitative finance
6
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
6
The European journal of finance
6
The journal of computational finance
6
Working paper series / European Central Bank
6
Working papers / Federal Reserve Bank of Philadelphia, Research Department
6
more ...
less ...
Source
All
ECONIS (ZBW)
23
Showing
1
-
10
of
23
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Counterparty risk allocation
Baule, Rainer
- In:
Journal of risk
25
(
2022
)
1
,
pp. 49-74
Persistent link: https://www.econbiz.de/10013549681
Saved in:
2
An internal default risk model : simulation of default times and recovery rates within the new fundamental review of the trading book framework
Bertagna, Andrea
;
Deliu, Dragos
;
Lopez, Luca
;
Nassigh, Aldo
- In:
Journal of risk
22
(
2019/2020
)
3
,
pp. 21-38
Persistent link: https://www.econbiz.de/10013177133
Saved in:
3
Parameter estimation, bias correction and uncertainty quantification in the Vasicek credit portfolio model
Pfeuffer, Marius
;
Nagl, Maximilian
;
Fischer, Matthias
; …
- In:
Journal of risk
22
(
2019/2020
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012297503
Saved in:
4
Predicting loss distributions for small-size defaulted-debt portfolios using a convolution technique that allows probability masses to occur at boundary points
Chu, Chih-Kang
;
Hwang, Ruey-Ching
- In:
Journal of financial services research : JFSR
56
(
2019
)
1
,
pp. 95-117
Persistent link: https://www.econbiz.de/10012301329
Saved in:
5
Optimal portfolios with credit default swaps
Ambrosini, Giuseppe
;
Menoncin, Francesco
- In:
Journal of financial services research : JFSR
54
(
2018
)
1
,
pp. 81-109
Persistent link: https://www.econbiz.de/10012024972
Saved in:
6
Multifactor granularity adjustments for market and counterparty risks
Fermanian, Jean-David
;
Florentin, Clément
- In:
Journal of risk
20
(
2017/2018
)
6
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011962402
Saved in:
7
Default risk charge : modeling framework for the "Basel" risk measure
Wilkens, Sascha
;
Pedescu, Mirela
- In:
Journal of risk
19
(
2016/2017
)
4
,
pp. 23-50
Persistent link: https://www.econbiz.de/10011710248
Saved in:
8
Optimal asset management for defined-contribution pension funds with default risk
Shibo, Bian
;
Cicon, James
;
Zhang, Yi
- In:
Journal of risk
19
(
2016
)
1
,
pp. 63-76
Persistent link: https://www.econbiz.de/10011579786
Saved in:
9
Determining hurdle rate and capital allocation in credit portfolio management
Miu, Peter
;
Ozdemir, Bogie
;
Cubukgil, Evren
;
Giesinger, …
- In:
Journal of financial services research : JFSR
50
(
2016
)
2
,
pp. 243-273
Persistent link: https://www.econbiz.de/10011667855
Saved in:
10
Comparing risk measures when aggregating market risk and credit risk using different copulas
Maciag, Jakob
;
Hesse, Frederik
;
Boeve, Rolf
;
Pfingsten, …
- In:
Journal of risk
18
(
2016
)
5
,
pp. 101-136
Persistent link: https://www.econbiz.de/10011598393
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->