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~language:"eng"
~person:"Das, Sanjiv R."
~person:"Fabozzi, Frank J."
~subject:"Kreditrisiko"
~type_genre:"Article in journal"
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Kreditrisiko
Theorie
112
Theory
112
Portfolio selection
92
Portfolio-Management
92
USA
47
United States
47
Option pricing theory
46
Optionspreistheorie
46
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31
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30
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30
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29
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Das, Sanjiv R.
Fabozzi, Frank J.
Rösch, Daniel
31
Altman, Edward I.
26
Scheule, Harald
25
Ongena, Steven
22
Jarrow, Robert A.
21
Capponi, Agostino
20
Crook, Jonathan N.
20
Wang, Xingchun
20
Ghosh, Saibal
17
Gouriéroux, Christian
17
Jacobs, Michael <Jr.>
17
Chi, Guotai
16
Lucas, André
16
Andreeva, Galina
15
Brigo, Damiano
15
Hasan, Iftekhar
15
Norden, Lars
15
Saunders, Anthony
15
Thomas, Lyn C.
15
Wu, Chunchi
15
Acharya, Viral V.
14
Mayordomo, Sergio
14
Van Vuuren, Gary
14
Monfort, Alain
13
Turnbull, Stuart M.
13
Goodman, Laurie Sharon
12
Mues, Christophe
12
Schuermann, Til
12
Tang, Dragon Yongjun
12
Barisitz, Stephan
11
Dorfleitner, Gregor
11
Giesecke, Kay
11
Kanno, Masayasu
11
Kupiec, Paul H.
11
Parnes, Dror
11
Shahzad, Syed Jawad Hussain
11
Wu, Eliza
11
Zhang, Gaiyan
11
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The journal of fixed income
6
Journal of banking & finance
4
Journal / The Capco Institute : journal of financial transformation
2
Annals of finance
1
Applied financial economics
1
Computational economics
1
European journal of operational research : EJOR
1
Finance research letters
1
Financial markets, institutions & instruments
1
International journal of theoretical and applied finance
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of financial engineering
1
Journal of financial intermediation
1
Journal of financial services research
1
Journal of financial services research : JFSR
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
29
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1
Creditor protection and credit ratings in the US RMBS market
Breemen, Vivian van
;
Fabozzi, Frank J.
;
Nawas, Mike
; …
- In:
Financial markets, institutions & instruments
33
(
2024
)
3
,
pp. 267-292
Persistent link: https://www.econbiz.de/10014634627
Saved in:
2
How much do investors rely on credit ratings : empirical evidence from the U.S. and E.U. CLO primary market
Fabozzi, Frank J.
;
Breemen, Vivian van
;
Vink, Dennis
; …
- In:
Journal of financial services research
63
(
2023
)
2
,
pp. 221-247
Persistent link: https://www.econbiz.de/10014258846
Saved in:
3
Banking networks, systemic risk, and the credit cycle in emerging markets
Das, Sanjiv R.
;
Kalimipalli, Madhu
;
Nayak, Subhankar
- In:
Journal of international financial markets, …
80
(
2022
),
pp. 1-26
Persistent link: https://www.econbiz.de/10013533161
Saved in:
4
Intertemporal defaulted bond recoveries prediction via machine learning
Nazemi, Abdolreza
;
Baumann, Friedrich
;
Fabozzi, Frank J.
- In:
European journal of operational research : EJOR
297
(
2022
)
3
,
pp. 1162-1177
Persistent link: https://www.econbiz.de/10013263044
Saved in:
5
Active loan trading
Fabozzi, Frank J.
;
Klingler, Sven
;
Mølgaard, Pia
; …
- In:
Journal of financial intermediation
46
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012818064
Saved in:
6
Application of the Merton model to estimate the probability of breaching the capital requirements under Basel III rules
Russo, Vincenzo
;
Lagasio, Valentina
;
Brogi, Marina
; …
- In:
Annals of finance
16
(
2020
)
1
,
pp. 141-157
Persistent link: https://www.econbiz.de/10012495982
Saved in:
7
Local volatility and the recovery rate of credit default swaps
Jansen, Jeroen
;
Das, Sanjiv R.
;
Fabozzi, Frank J.
- In:
Journal of economic dynamics & control
92
(
2018
),
pp. 1-29
Persistent link: https://www.econbiz.de/10011974230
Saved in:
8
Macroeconomic variable selection for creditor recovery rates
Nazemi, Abdolreza
;
Fabozzi, Frank J.
- In:
Journal of banking & finance
89
(
2018
),
pp. 14-25
Persistent link: https://www.econbiz.de/10011963062
Saved in:
9
CDS implied credit ratings
Jansen, Jeroen
;
Fabozzi, Frank J.
- In:
The journal of fixed income
26
(
2017
)
4
,
pp. 25-52
Persistent link: https://www.econbiz.de/10011684760
Saved in:
10
Factor decomposition of the Eurozone sovereign CDS spreads
Fabozzi, Frank J.
;
Giacometti, Rosella
;
Tsuchida, Naoshi
- In:
Journal of international money and finance
65
(
2016
),
pp. 1-23
Persistent link: https://www.econbiz.de/10011668394
Saved in:
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