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~person:"Fabozzi, Frank J."
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Kreditrisiko
38
Credit risk
37
Credit derivative
15
Kreditderivat
15
Derivat
10
Derivative
10
Theorie
9
Theory
9
Collateral
8
Kreditsicherung
8
Asset-Backed Securities
7
Asset-backed securities
7
Credit rating
7
Kreditwürdigkeit
7
USA
7
United States
7
Risikomanagement
5
Risikoprämie
5
Risk management
5
Risk premium
5
Anleihe
4
Bond
4
Corporate bond
4
Credit default swap
4
Insolvency
4
Insolvenz
4
Portfolio selection
4
Portfolio-Management
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Swap
4
Unternehmensanleihe
4
Kommunalobligation
3
Municipal bond
3
Option pricing theory
3
Optionspreistheorie
3
Public bond
3
Public debt
3
Rating agency
3
Ratingagentur
3
Recovery rates
3
Securitization
3
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Undetermined
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Article
29
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9
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Aufsatz in Zeitschrift
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10
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English
38
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Fabozzi, Frank J.
Ongena, Steven
111
Lucas, André
83
Acharya, Viral V.
63
Koopman, Siem Jan
61
Altman, Edward I.
58
Rösch, Daniel
56
Peydró, José-Luis
54
Schuermann, Til
49
Jokivuolle, Esa
48
Schwaab, Bernd
47
Agarwal, Sumit
46
Saunders, Anthony
44
Brigo, Damiano
41
Giesecke, Kay
41
Gambacorta, Leonardo
40
Krahnen, Jan Pieter
40
Scheule, Harald
40
Capponi, Agostino
38
Jiménez, Gabriel
38
Caporale, Guglielmo Maria
37
Chan-Lau, Jorge A.
36
Hamerle, Alfred
36
Hasan, Iftekhar
36
Memmel, Christoph
36
Monfort, Alain
36
Tang, Dragon Yongjun
36
Gouriéroux, Christian
35
Welzel, Peter
35
Witzany, Jiří
35
Jarrow, Robert A.
34
Subrahmanyam, Marti G.
34
Duffie, Darrell
33
Gilchrist, Simon
33
Longstaff, Francis A.
33
Roszbach, Kasper
33
Tarashev, Nikola A.
33
Varotto, Simone
33
Saurina, Jesús
32
Schmieder, Christian
32
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Institution
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Frank J. Fabozzi Associates <New Hope, Pa.>
2
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The Frank J. Fabozzi series
4
The journal of fixed income
3
Valuation, financial modeling, and quantitative tools
3
Journal / The Capco Institute : journal of financial transformation
2
The handbook of fixed income securities
2
The handbook of municipal bonds
2
Annals of finance
1
Annals of operations research ; volume 275, numbers 2 (April 2019)
1
Applied financial economics
1
Approaches to enterprise risk management
1
Computational economics
1
European journal of operational research : EJOR
1
Finance research letters
1
Financial markets and instruments
1
Financial markets, institutions & instruments
1
IMES discussion paper series / Englische Ausgabe
1
International journal of theoretical and applied finance
1
Journal of banking & 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 international money and finance
1
Yale ICF Working Paper
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ECONIS (ZBW)
38
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38
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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
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:
4
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:
5
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:
6
The ICA-based factor decomposition of the Eurozone sovereign CDS spreads
Fabozzi, Frank J.
;
Giacometti, Rosella
;
Tsuchida, Naoshi
-
2015
Persistent link: https://www.econbiz.de/10011375946
Saved in:
7
Bilateral counterparty risk valuation adjustment with wrong way risk on collateralized commodity counterparty
Yang, Yifan
;
Fabozzi, Frank J.
;
Bianchi, Michele Leonardo
- In:
Journal of financial engineering
2
(
2015
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10010528392
Saved in:
8
Market implied volatilities for defaultable bonds
Russo, Vincenzo
;
Giacometti, Rosella
;
Fabozzi, Frank J.
-
2019
Persistent link: https://www.econbiz.de/10012008749
Saved in:
9
Intertemporal Defaulted Bond Recoveries Prediction Via Machine Learning
Nazemi, Abdolreza
-
2018
The recovery rate on defaulted corporate bonds has a time-varying distribution. We propose machine learning approaches for intertemporal analysis of U.S. corporate bonds' recovery rates with a large number of predictors. The most informative macroeconomic variables are selected from a broad...
Persistent link: https://www.econbiz.de/10012908447
Saved in:
10
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:
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