//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Discussion papers / CEPR"
~isPartOf:"Finance research letters"
~isPartOf:"The journal of futures markets"
~subject:"Portfolio-Management"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
A Simple Credit Risk Model wit...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
Portfolio selection
666
Credit risk
336
Kreditrisiko
336
Theorie
333
Theory
333
Capital income
167
Kapitaleinkommen
167
Risk
139
Risiko
134
Anlageverhalten
114
Behavioural finance
114
Bank lending
96
Kreditgeschäft
96
CAPM
94
Estimation
92
Schätzung
92
Welt
92
World
92
Hedging
87
Risikomanagement
78
Risk management
78
Volatility
77
Volatilität
76
Financial crisis
73
Finanzkrise
73
Risikoprämie
69
Risk premium
69
Börsenkurs
68
Share price
68
Investment Fund
66
Investmentfonds
66
Bank
62
Insolvency
62
Insolvenz
62
Aktienmarkt
58
Stock market
58
USA
58
Forecasting model
57
Prognoseverfahren
57
more ...
less ...
Online availability
All
Undetermined
532
Free
19
Type of publication
All
Article
552
Book / Working Paper
114
Type of publication (narrower categories)
All
Article in journal
547
Aufsatz in Zeitschrift
547
Arbeitspapier
114
Working Paper
114
Graue Literatur
101
Non-commercial literature
101
Reprint
1
more ...
less ...
Language
All
English
666
Author
All
Goodell, John W.
9
Lien, Da-hsiang Donald
5
Naeem, Muhammad Abubakr
5
Yousaf, Imran
5
Giglio, Stefano
4
Kelly, Bryan T.
4
Kim, Jang Ho
4
Nakagawa, Kei
4
Sakemoto, Ryuta
4
Xiong, Xiong
4
Yang, Jinqiang
4
Zaremba, Adam
4
Auer, Benjamin R.
3
Bacchetta, Philippe
3
Bayraktar, Erhan
3
Boudt, Kris
3
Bouri, Elie
3
Brooks, Robert
3
Buss, Adrian
3
Jang, Bong-Gyu
3
Ko, Hyungjin
3
Koutsokostas, Drosos
3
Kwan, Clarence C. Y.
3
Lee, Jaewook
3
Lioui, Abraham
3
Mu, Congming
3
Papathanasiou, Spyros
3
Riaz, Yasir
3
Schuhmacher, Frank
3
Schularick, Moritz
3
Stroebel, Johannes
3
Van Wincoop, Eric
3
Vilkov, Grigory
3
Wong, Hoi Ying
3
Young, Virginia R.
3
Andonov, Aleksandar
2
Barua, Ronil
2
Bodnar, Taras
2
Bonaparte, Yosef
2
Bookstaber, Richard
2
more ...
less ...
Published in...
All
Discussion papers / CEPR
Finance research letters
The journal of futures markets
Journal of banking & finance
570
NBER working paper series
535
Working paper / National Bureau of Economic Research, Inc.
460
European journal of operational research : EJOR
397
Insurance / Mathematics & economics
385
NBER Working Paper
379
International review of financial analysis
287
Journal of financial economics
264
The journal of asset management
255
Journal of economic dynamics & control
253
The journal of portfolio management : a publication of Institutional Investor
253
The journal of finance : the journal of the American Finance Association
234
Research paper series / Swiss Finance Institute
221
International journal of theoretical and applied finance
220
Discussion paper / Centre for Economic Policy Research
209
Applied economics
206
Management science : journal of the Institute for Operations Research and the Management Sciences
203
Quantitative finance
203
Journal of empirical finance
199
Finance and stochastics
196
The review of financial studies
192
Journal of financial and quantitative analysis : JFQA
179
International review of economics & finance : IREF
177
Mathematical finance : an international journal of mathematics, statistics and financial theory
177
Risks : open access journal
177
Economic modelling
174
SpringerLink / Bücher
173
The European journal of finance
173
The North American journal of economics and finance : a journal of financial economics studies
159
Journal of risk and financial management : JRFM
157
Swiss Finance Institute Research Paper
151
Journal of investment management : JOIM
146
Research in international business and finance
143
The journal of investing
140
Economics letters
137
Pacific-Basin finance journal
134
The journal of wealth management
131
Applied economics letters
130
Working paper
130
more ...
less ...
Source
All
ECONIS (ZBW)
666
Showing
1
-
10
of
666
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The credit risk components of a
swap
portfolio
Hübner, Georges
- In:
The journal of futures markets
24
(
2004
)
1
,
pp. 93-115
Persistent link: https://www.econbiz.de/10001850816
Saved in:
2
Some properties of subjective probabilities induced by optimal expectations
Iwaki, Hideki
;
Osaki, Yusuke
- In:
Finance research letters
7
(
2010
)
2
,
pp. 98-102
Persistent link: https://www.econbiz.de/10009272768
Saved in:
3
Stable distributions, futures prices, and the measurement of trading performance
Cornew, Ronald W.
- In:
The journal of futures markets
4
(
1984
)
4
,
pp. 531-557
Persistent link: https://www.econbiz.de/10001082393
Saved in:
4
Optimization of multi-period portfolio model after fitting best distribution
Kamali, Rezvan
;
Mahmoodi, Safieh
;
Jahandideh, Mohammad-Taghi
- In:
Finance research letters
30
(
2019
),
pp. 44-50
Persistent link: https://www.econbiz.de/10012420187
Saved in:
5
Multi-period portfolio optimization under probabilistic risk measure
Sun, Yufei
;
Aw, Grace
;
Teo, Kok Lay
;
Zhu, Yanjian
; …
- In:
Finance research letters
18
(
2016
),
pp. 60-66
Persistent link: https://www.econbiz.de/10011656525
Saved in:
6
Recovering election winner probabilities from stock prices
Hanke, Michael
;
Stöckl, Sebastian
;
Weissensteiner, Alex
- In:
Finance research letters
45
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014575493
Saved in:
7
Moment conditions for fractional degree stochastic dominance
Wang, Hongxia
;
Zhou, Lin
;
Dai, Peng-Fei
;
Xiong, Xiong
- In:
Finance research letters
49
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013479652
Saved in:
8
Valuing retail credit tranches with structural, double mixture models
Bae, Taehan
;
Iscoe, Ian
;
Kim, Changki
- In:
The journal of futures markets
35
(
2015
)
9
,
pp. 849-867
Persistent link: https://www.econbiz.de/10011392664
Saved in:
9
Determining the economic value of ambiguous loan portfolios
Parnes, Dror
- In:
Finance research letters
13
(
2015
),
pp. 148-154
Persistent link: https://www.econbiz.de/10011552459
Saved in:
10
Intermediate-term momentum and credit rating
Haga, Jesper
- In:
Finance research letters
15
(
2015
),
pp. 59-67
Persistent link: https://www.econbiz.de/10011552964
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->