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~subject:"Portfolio-Management"
~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
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Portfolio-Management
Credit derivative
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Kreditderivat
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Credit risk
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Kreditrisiko
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Theorie
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Theory
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Derivative
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credit default swap (CDS)
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credit default swaps
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Anagnostou, Ioannis
1
Bansal, Matulya
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Fenger, Christian
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Kandhai, Drona
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Mai, Jan-Frederik
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Mashele, Phillip
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The journal of credit risk : published quarterly by Incisive Media
Journal of banking & finance
7
Research paper series / Swiss Finance Institute
6
Working papers in economics
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Review of derivatives research
4
The journal of structured finance
4
Journal of financial stability
3
Quantitative finance
3
SFB 649 discussion paper
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Swiss Finance Institute Research Paper
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The journal of fixed income
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Alternative investments and strategies : credit, derivatives, CPPI, investments, risk
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Essays on the determinants of corporate bond yield spreads
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International journal of theoretical and applied finance
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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Economics letters
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Finance and economics discussion series
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1
Elliptical and archimedean copula models : an application to the price estimation of portfolio credit derivatives
Umeorah, Nneka
;
Mashele, Phillip
;
Ehrhardt, Matthias
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012519958
Saved in:
2
Contagious defaults in a credit portfolio : a Bayesian network approach
Anagnostou, Ioannis
;
Sanchez Rivero, Javier
;
Sourabh, Sumit
- In:
The journal of credit risk : published quarterly by …
16
(
2020
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012298963
Saved in:
3
An efficient portfolio loss model
Fenger, Christian
- In:
The journal of credit risk : published quarterly by …
15
(
2019
)
3
,
pp. 21-39
Persistent link: https://www.econbiz.de/10012121560
Saved in:
4
Default risk of money-market fund portfolios
Bansal, Matulya
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
4
,
pp. 43-71
Persistent link: https://www.econbiz.de/10011442549
Saved in:
5
Pricing kth-to-default swaps in a Lévy-time framework
Mai, Jan-Frederik
;
Scherer, Matthias
- In:
The journal of credit risk : published quarterly by …
5
(
2009/10
)
3
,
pp. 55-70
Persistent link: https://www.econbiz.de/10003903240
Saved in:
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