Narrow search
Showing 1 - 10 of 18
Cover Image
Assessing the performance of alternative investments using non-parametric efficiency measurement approaches: Is it convincing?
Rosen, Dan; Saunders, David - In: Journal of banking & finance 34 (2010) 2, pp. 295-304
Persistent link: https://www.econbiz.de/10008349512
Cover Image
Analytical methods for hedging systematic credit risk with linear factor portfolios
Rosen, Dan; Saunders, David - In: Journal of economic dynamics & control 33 (2009) 1, pp. 37-52
Persistent link: https://www.econbiz.de/10008162058
Cover Image
Valuing CDOs of bespoke portfolios with implied multi-factor models
Rosen, Dan; Saunders, David - In: The journal of credit risk : published quarterly by … 5 (2009/10) 3, pp. 3-36
Persistent link: https://www.econbiz.de/10009932476
Cover Image
Effective modeling of wrong way risk, counterparty credit risk capital, and alpha in Basel II
Cespedes, Juan Carlos Garcia; Herrero, Juan Antonio de Juan - In: The journal of risk model validation 4 (2010/11) 1, pp. 71-98
Persistent link: https://www.econbiz.de/10009911486
Cover Image
CVA the wrong way
Rosen, Dan; Saunders, David - In: Journal of risk management in financial institutions 5 (2011/12) 3, pp. 252-272
Persistent link: https://www.econbiz.de/10010004679
Cover Image
Risk factor contributions in portfolio credit risk models
Rosen, Dan; Saunders, David - In: Journal of banking & finance 34 (2010) 2, pp. 336-350
Persistent link: https://www.econbiz.de/10008889409
Cover Image
Analytical methods for hedging systematic credit risk with linear factor portfolios
Rosen, Dan; Saunders, David - In: Journal of economic dynamics & control 33 (2009) 1, pp. 37-53
Persistent link: https://www.econbiz.de/10008890142
Cover Image
Best practice analysis of bank branches: An application of DEA in a large Canadian bank
Schaffnit, Claire; Rosen, Dan; Paradi, Joseph C. - In: Operations research, Management science : OR MS ; the … 37 (1997) 6, pp. 653-656
Persistent link: https://www.econbiz.de/10006524926
Cover Image
Marginal Rates and Two-dimensional Level Curves in DEA
Rosen, Dan; Schaffnit, Claire; Paradi, Joseph C. - In: Journal of productivity analysis 9 (1998) 3, pp. 205-232
Persistent link: https://www.econbiz.de/10007063372
Cover Image
Pricing counterparty risk at the trade level and credit valuation adjustment allocations
Pykhtin, Michael; Rosen, Dan - In: The journal of credit risk : published quarterly by … 6 (2010/11) 4, pp. 3-38
Persistent link: https://www.econbiz.de/10009932496