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Year of publication
Subject
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Theorie 5 Theory 5 Anlageverhalten 2 Behavioural finance 2 Börsenkurs 2 Credit rating 2 Kreditwürdigkeit 2 Portfolio selection 2 Portfolio-Management 2 Risiko 2 Risk 2 Share price 2 ARCH model 1 ARCH-Modell 1 Ankündigungseffekt 1 Anleihe 1 Announcement effect 1 Bond 1 Bond market 1 Credit derivative 1 Credit risk 1 Ereignisstudie 1 Estimation theory 1 Event study 1 Evolutionary economics 1 Evolutionsökonomik 1 Firm performance 1 Forecasting model 1 Japan 1 Kreditderivat 1 Kreditrisiko 1 Leibrente 1 Life annuity 1 Markov chain 1 Markov-Kette 1 Measurement 1 Messung 1 Profitability 1 Prognoseverfahren 1 Prospect Theory 1
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Undetermined 13
Type of publication
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Article 13
Type of publication (narrower categories)
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Aufsatz im Buch 13 Book section 13 Conference paper 13 Konferenzbeitrag 13
Language
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English 13
Author
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Abad, Pilar 1 Albarrán, Irene 1 Alonso González, Pablo 1 Ballester, Laura 1 Basso, Antonella 1 Benchimol, Andrés 1 Billio, Monica 1 Boj, Eva 1 Cavicchioli, Maddalena 1 Cerqueti, Roy 1 Corazza, Marco 1 Costa, Teresa 1 Di Lorenzo, Emilia 1 Di Tollo, Giacomo 1 Díaz Pérez, Antonio 1 Escribano, Ana 1 Gnameho, Kossi 1 González-Urteaga, Ana 1 Guégan, Dominique 1 Hassani, Bertrand 1 Kanniainen, Juho 1 Khomchenko, Andrew 1 Li, Kehan 1 Lupi, Claudio 1 Marín, Juan Miguel 1 Mironov, Sergei 1 Nardon, Martina 1 Orlando, Albina 1 Parpinel, Francesca 1 Pianca, Paolo 1 Pizzi, Claudio 1 Robles-Fernández, M. Dolores 1 Sibillo, Marilena 1 Sidorov, Sergei 1 Yue, Ye 1
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Published in...
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Mathematical and statistical methods for actuarial sciences and finance : MAF 2016 13
Source
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ECONIS (ZBW) 13
Showing 1 - 10 of 13
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The effects of credit rating announcements on bond liquidity : an event study
Abad, Pilar; Díaz Pérez, Antonio; Escribano, Ana; … - In: Mathematical and statistical methods for actuarial …, (pp. 1-15). 2017
Persistent link: https://www.econbiz.de/10012098736
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The effect of credit rating events on the emerging CDS market
Ballester, Laura; González-Urteaga, Ana - In: Mathematical and statistical methods for actuarial …, (pp. 17-28). 2017
Persistent link: https://www.econbiz.de/10012098738
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Markov Switching GARCH models : filtering, approximations and duality
Billio, Monica; Cavicchioli, Maddalena - In: Mathematical and statistical methods for actuarial …, (pp. 59-72). 2017
Persistent link: https://www.econbiz.de/10012098763
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A network approach to risk theory and portfolio selection
Cerqueti, Roy; Lupi, Claudio - In: Mathematical and statistical methods for actuarial …, (pp. 73-82). 2017
Persistent link: https://www.econbiz.de/10012098764
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An evolutionary approach to improve a simple trading system
Corazza, Marco; Parpinel, Francesca; Pizzi, Claudio - In: Mathematical and statistical methods for actuarial …, (pp. 83-95). 2017
Persistent link: https://www.econbiz.de/10012098771
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Provisions for outstanding claims with distance-based generalized linear models
Costa, Teresa; Boj, Eva - In: Mathematical and statistical methods for actuarial …, (pp. 97-108). 2017
Persistent link: https://www.econbiz.de/10012098773
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Profitability vs. attractiveness within a performance analysis of a life annuity business
Di Lorenzo, Emilia; Orlando, Albina; Sibillo, Marilena - In: Mathematical and statistical methods for actuarial …, (pp. 109-118). 2017
Persistent link: https://www.econbiz.de/10012098774
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Uncertainty in historical value-at-risk : an alternative quantile-based risk measure
Guégan, Dominique; Hassani, Bertrand; Li, Kehan - In: Mathematical and statistical methods for actuarial …, (pp. 119-128). 2017
Persistent link: https://www.econbiz.de/10012098775
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Modeling variance risk premium
Gnameho, Kossi; Kanniainen, Juho; Yue, Ye - In: Mathematical and statistical methods for actuarial …, (pp. 129-141). 2017
Persistent link: https://www.econbiz.de/10012098778
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Covered call writing and framing : a cumulative prospect theory approach
Nardon, Martina; Pianca, Paolo - In: Mathematical and statistical methods for actuarial …, (pp. 143-155). 2017
Persistent link: https://www.econbiz.de/10012098779
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