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  • Search: subject:"portfolio modeling"
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Year of publication
Subject
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Portfolio selection 6 Portfolio-Management 6 Theorie 4 Theory 4 credit portfolio modeling 4 Credit risk 3 Kreditrisiko 3 Risikomanagement 3 Risk management 3 banking 3 credit risk 3 credit risk transfer 3 risk management 3 Bank lending 2 Bank risk 2 Bankrisiko 2 Kreditgeschäft 2 Option pricing theory 2 Optionspreistheorie 2 foresight 2 portfolio modeling 2 Agenda building 1 Banking 1 Basel Accord 1 Basler Akkord 1 Credit portfolio modeling 1 Credit risk transfer 1 Estimation theory 1 Finance 1 Group decision support 1 I-divergence minimization 1 Loan 1 Massively parallel processing 1 Mathematical programming 1 Mathematische Optimierung 1 Model selection 1 Modellierung 1 Multi-criteria analysis 1 Multicriteria decision analysis 1 Multikriterielle Entscheidungsanalyse 1
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Online availability
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Free 5 Undetermined 3
Type of publication
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Article 7 Book / Working Paper 3
Type of publication (narrower categories)
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Article in journal 5 Aufsatz in Zeitschrift 5 Working Paper 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
Language
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English 7 Undetermined 3
Author
All
Bülbül, Dilek 4 Hakenes, Hendrik 4 Lambert, Claudia 4 Salo, Ahti 3 Brummer, Ville 2 Konnola, Totti 2 Dey, Santanu 1 Engelmann, Bernd 1 Juneja, Sandeep 1 Liesiö, Juuso 1 Murthy, Karthyek R. A. 1 Vilkkumaa, Eeva 1 Östermark, Ralf 1
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Institution
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DIW Berlin (Deutsches Institut für Wirtschaftsforschung) 1
Published in...
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Foresight-Russia 2 DIW Discussion Papers 1 Discussion Papers of DIW Berlin 1 Discussion papers / Deutsches Institut für Wirtschaftsforschung 1 European journal of operational research : EJOR 1 Group decision and negotiation 1 International journal of financial engineering 1 Journal of financial stability 1 Operations research letters 1
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Source
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ECONIS (ZBW) 6 RePEc 3 EconStor 1
Showing 1 - 10 of 10
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Managing the risk of embedded options in non-traded credit using portfolio modeling
Engelmann, Bernd - In: International journal of financial engineering 10 (2023) 3, pp. 1-26
Persistent link: https://www.econbiz.de/10014444472
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What influences banks' choice of credit risk management practices? : theory and evidence
Bülbül, Dilek; Hakenes, Hendrik; Lambert, Claudia - In: Journal of financial stability 40 (2019), pp. 1-14
Persistent link: https://www.econbiz.de/10012259714
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What influences banks' choice of risk managment tools? Theory and evidence
Bülbül, Dilek; Hakenes, Hendrik; Lambert, Claudia - 2013
advanced risk management. Sector concentration in the loan market promotes credit portfolio modeling, but inhibits credit risk …
Persistent link: https://www.econbiz.de/10010328199
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What Influences Banks' Choice of Risk Management Tools?: Theory and Evidence
Bülbül, Dilek; Hakenes, Hendrik; Lambert, Claudia - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2013
advanced risk management. Sector concentration in the loan market promotes credit portfolio modeling, but inhibits credit risk …
Persistent link: https://www.econbiz.de/10011128841
Saved in:
Cover Image
What influences banks' choice of risk management tools? : theory and evidence
Bülbül, Dilek; Hakenes, Hendrik; Lambert, Claudia - 2013
advanced risk management. Sector concentration in the loan market promotes credit portfolio modeling, but inhibits credit risk …
Persistent link: https://www.econbiz.de/10010229652
Saved in:
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Massively parallel processing of recursive multi-period portfolio models
Östermark, Ralf - In: European journal of operational research : EJOR 259 (2017) 1, pp. 344-366
Persistent link: https://www.econbiz.de/10011644994
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Developing National Priorities for the Forest-Based Sector Technology Platform
Brummer, Ville; Konnola, Totti; Salo, Ahti - In: Foresight-Russia 4 (2010) 2, pp. 44-56
Although foresight has become increasingly relevant at the international level, little methodological attention has been given to the challenges that arise from the geographical dispersion of participants or the consideration of their national and regional idiosyncrasies. This paper addresses...
Persistent link: https://www.econbiz.de/10010685178
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Diversity in Foresight: A Practice of Selection of Innovation Ideas
Brummer, Ville; Konnola, Totti; Salo, Ahti - In: Foresight-Russia 4 (2010) 4, pp. 56-68
The paper investigates an experience of accounting a range of diverse viewpoints when dealing with major objectives of Foresight — priority-setting, networking and consensual vision-building. The relevant practice has a special meaning in contexts characterized by technological discontinuities...
Persistent link: https://www.econbiz.de/10010685179
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Incorporating views on marginal distributions in the calibration of risk models
Dey, Santanu; Juneja, Sandeep; Murthy, Karthyek R. A. - In: Operations research letters 43 (2015) 1, pp. 46-51
Persistent link: https://www.econbiz.de/10010486359
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Multicriteria portfolio modeling for the development of shared action agendas
Vilkkumaa, Eeva; Salo, Ahti; Liesiö, Juuso - In: Group decision and negotiation 23 (2014) 1, pp. 49-70
Persistent link: https://www.econbiz.de/10010238857
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