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~isPartOf:"European journal of operational research : EJOR"
~subject:"Portfolio selection"
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Portfolio selection
Credit risk
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Tang, Qihe
2
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Alexander, Carol
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Date, Paresh
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European journal of operational research : EJOR
Journal of banking & finance
44
The journal of credit risk : published quarterly by Incisive Media
34
Discussion paper / Deutsche Bundesbank
22
International journal of theoretical and applied finance
22
Journal of financial stability
19
SpringerLink / Bücher
19
The journal of risk model validation
19
Journal of risk management in financial institutions
18
Insurance / Mathematics & economics
17
Bundesbank Series 2 Discussion Paper
16
Journal of risk
15
Finance research letters
13
Risks : open access journal
13
Research paper series / Swiss Finance Institute
12
International review of financial analysis
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
The journal of fixed income
10
Discussion paper
9
Dresdner Beiträge zu quantitativen Verfahren
9
Finance and stochastics
9
Journal of economic dynamics & control
9
Journal of financial services research : JFSR
9
Journal of international financial markets, institutions & money
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Gabler Edition Wissenschaft
8
Working papers in economics
8
BIS working papers
7
Discussion paper / Tinbergen Institute
7
Quantitative finance
7
The European journal of finance
7
Working paper series
7
Working paper series / European Central Bank
7
Die Bank
6
FRB of Philadelphia Working Paper
6
International journal of financial engineering
6
Journal of investment management : JOIM
6
Journal of risk and financial management : JRFM
6
Schriftenreihe Finanzmanagement
6
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
6
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An investigation of model risk in a market with jumps and stochastic volatility
Coqueret, Guillaume
- In:
European journal of operational research : EJOR
253
(
2016
)
3
,
pp. 648-658
Persistent link: https://www.econbiz.de/10011493990
Saved in:
2
Pricing and risk management of interest rate swaps
Mitra, Sovan
;
Date, Paresh
;
Mamon, Rogemar
;
Wang, I-chieh
- In:
European journal of operational research : EJOR
228
(
2013
)
1
,
pp. 102-111
Persistent link: https://www.econbiz.de/10009734148
Saved in:
3
Model risk in the over-the-counter market
Lazar, Emese
;
Qi, Shuyuan
- In:
European journal of operational research : EJOR
298
(
2022
)
2
,
pp. 769-784
Persistent link: https://www.econbiz.de/10013206897
Saved in:
4
Hedging with automatic liquidation and leverage selection on bitcoin futures
Alexander, Carol
;
Deng, Jun
;
Zou, Bin
- In:
European journal of operational research : EJOR
306
(
2023
)
1
,
pp. 478-493
Persistent link: https://www.econbiz.de/10014278033
Saved in:
5
Pricing of variance
swap
rates and investment decisions of variance swaps : evidence from a three-factor model
Hong, Yi
;
Jin, Xing
- In:
European journal of operational research : EJOR
303
(
2022
)
2
,
pp. 975-985
Persistent link: https://www.econbiz.de/10013364052
Saved in:
6
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:
7
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:
8
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:
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:
10
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
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