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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"Operations research letters"
~subject:"Credit risk"
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TWO-COMPONENT EXTREME VALUE DI...
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Risikomaß
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Management science : journal of the Institute for Operations Research and the Management Sciences
Operations research letters
Journal of banking & finance
22
The journal of credit risk : published quarterly by Incisive Media
19
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Journal of risk management in financial institutions
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International journal of theoretical and applied finance
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Dresdner Beiträge zu quantitativen Verfahren
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International journal of economics and financial issues : IJEFI
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European financial management : the journal of the European Financial Management Association
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International journal of forecasting
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International review of financial analysis
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Journal of financial regulation and compliance : an international journal
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Journal of financial stability
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Kreditrisikomanagement : Kernbereiche, Aufsicht und Entwicklungstendenzen
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The marginal cost of risk, risk measures, and capital allocation
Bauer, Daniel
;
Zanjani, George
- In:
Management science : journal of the Institute for …
62
(
2016
)
5
,
pp. 1431-1457
Persistent link: https://www.econbiz.de/10011487544
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2
Credit risk spillovers among financial institutions around the global credit crisis : firm-level evidence
Yang, Jian
;
Zhou, Yinggang
- In:
Management science : journal of the Institute for …
59
(
2013
)
10
,
pp. 2343-2359
Persistent link: https://www.econbiz.de/10010202770
Saved in:
3
Simulation of coherent risk measures based on generalized scenarios
Lesnevski, Vadim
;
Nelson, Barry L.
;
Staum, Jeremy
- In:
Management science : journal of the Institute for …
53
(
2007
)
11
,
pp. 1756-1769
Persistent link: https://www.econbiz.de/10003593245
Saved in:
4
Risk-based loan pricing : portfolio optimization approach with marginal risk contribution
Chun, So Yeon
;
Lejeune, Miguel A.
- In:
Management science : journal of the Institute for …
66
(
2020
)
8
,
pp. 3735-3753
Persistent link: https://www.econbiz.de/10012289204
Saved in:
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