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~subject:"Credit risk"
~isPartOf:"European journal of operational research : EJOR"
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Credit risk
Portfolio selection
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384
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119
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Tang, Qihe
2
Yang, Yang
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European journal of operational research : EJOR
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
19
Journal of financial stability
18
Insurance / Mathematics & economics
17
Bundesbank Series 2 Discussion Paper
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Journal of risk management in financial institutions
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Finance research letters
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SpringerLink / Bücher
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Risks : open access journal
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International review of financial analysis
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Journal of financial services research : JFSR
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Research paper series / Swiss Finance Institute
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Journal of economic dynamics & control
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Journal of investment management : JOIM
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7
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Die Bank
6
FRB of Philadelphia Working Paper
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Journal of international financial markets, institutions & money
6
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
6
The European journal of finance
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1
Copula sensitivity analysis for portfolio credit derivatives
Lei, Lei
;
Peng, Yijie
;
Fu, Michael
;
Hu, Jian-Qiang
- In:
European journal of operational research : EJOR
308
(
2023
)
1
,
pp. 455-466
Persistent link: https://www.econbiz.de/10014283065
Saved in:
2
Machine learning for corporate default risk : multi-period prediction, frailty correlation, loan portfolios, and tail probabilities
Sigrist, Fabio Roman Albert
;
Leuenberger, Nicola
- In:
European journal of operational research : EJOR
305
(
2023
)
3
,
pp. 1390-1406
Persistent link: https://www.econbiz.de/10013498806
Saved in:
3
Evolutionary behaviors regarding pricing and payment-convenience strategies with uncertain risk
Johari, Maryam
;
Hosseini-Motlagh, Seyyed-Mahdi
- In:
European journal of operational research : EJOR
297
(
2022
)
2
,
pp. 600-614
Persistent link: https://www.econbiz.de/10013259797
Saved in:
4
Mean-variance analysis of wholesale price contracts with a capital-constrained retailer : trade credit financing vs. bank credit financing
Yang, Honglin
;
Zhuo, Wenyan
;
Shao, Lusheng
;
Talluri, …
- In:
European journal of operational research : EJOR
294
(
2021
)
2
,
pp. 525-542
Persistent link: https://www.econbiz.de/10012595877
Saved in:
5
Large portfolio losses in a turbulent market
Tang, Qihe
;
Tong, Zhiwei
;
Yang, Yang
- In:
European journal of operational research : EJOR
292
(
2021
)
2
,
pp. 755-769
Persistent link: https://www.econbiz.de/10012502397
Saved in:
6
Sharp asymptotics for large portfolio losses under extreme risks
Tang, Qihe
;
Tang, Zhaofeng
;
Yang, Yang
- In:
European journal of operational research : EJOR
276
(
2019
)
2
,
pp. 710-722
Persistent link: https://www.econbiz.de/10012003644
Saved in:
7
Accuracy of mortgage portfolio risk forecasts during financial crises
Lee, Yong Woong
;
Rösch, Daniel
;
Scheule, Harald
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 440-456
Persistent link: https://www.econbiz.de/10011436707
Saved in:
8
Modelling credit grade migration in large portfolios using cumulative t-link transition models
Forster, Jonathan J.
;
Buzzacchi, Matteo
;
Sudjianto, Agus
; …
- In:
European journal of operational research : EJOR
254
(
2016
)
3
,
pp. 977-984
Persistent link: https://www.econbiz.de/10011521936
Saved in:
9
Importance sampling for integrated market and credit portfolio models
Grundke, Peter
- In:
European journal of operational research : EJOR
194
(
2009
)
1
,
pp. 206-226
Persistent link: https://www.econbiz.de/10003835434
Saved in:
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