Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Credit risk"
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
Impact of different distributi...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Credit risk
Theorie
43
Theory
43
Portfolio selection
32
Portfolio-Management
32
Stochastic process
17
Stochastischer Prozess
17
Kreditrisiko
12
Mathematical programming
12
Mathematische Optimierung
12
Risiko
11
Risikomaß
11
Risk
11
Risk measure
11
Credit derivative
10
Kreditderivat
10
Anleihe
9
Bond
9
EU countries
9
EU-Staaten
9
Statistical distribution
9
Statistische Verteilung
9
Yield curve
8
Zinsstruktur
8
Bank
7
Estimation theory
7
Schätztheorie
7
Bank risk
6
Bankrisiko
6
Capital income
6
Kapitaleinkommen
6
Systemic risk
6
Systemrisiko
6
Bond Market Infrastructure
5
Credit Derivatives Market
5
Credit Rating Agencies
5
Dynamic programming
5
Dynamische Optimierung
5
Estimation
5
Euro Bonds
5
more ...
less ...
Online availability
All
Undetermined
5
Free
3
Type of publication
All
Article
10
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Arbeitspapier
2
Aufsatz im Buch
2
Book section
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
more ...
less ...
Language
All
English
12
Author
All
Giacometti, Rosella
10
Fabozzi, Frank J.
3
Acerbis, Valentina
2
Bertocchi, Marida
2
De Giuli, Maria Elena
2
Farina, G.
2
Pianeti, Riccardo
2
Torri, Gabriele
2
Tsuchida, Naoshi
2
Abaffy, J.
1
Castellano, Rosella
1
Consigli, G.
1
Dupačová, Jitka
1
Giacchetta, Gianandrea
1
Moriggia, Vittorio
1
Paterlini, Sandra
1
Russo, Vincenzo
1
Torricelli, Constanza
1
more ...
less ...
Published in...
All
4OR : a quarterly journal of operations research
1
Annals of operations research ; volume 275, numbers 2 (April 2019)
1
CEA_372Cass working paper series
1
Computational management science
1
Cycles, growth and the Great Recession : economic refllections in times of uncertainty
1
European journal of operational research : EJOR
1
IMES discussion paper series / Englische Ausgabe
1
Journal of banking & finance
1
Journal of international money and finance
1
Journal of the Operational Research Society
1
Review of corporate finance
1
The journal of fixed income
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The time dimension of credit risk : modelling issues and regulatory implications
Bertocchi, Marida
;
Torricelli, Constanza
- In:
Cycles, growth and the Great Recession : economic …
,
(pp. 143-156)
.
2015
Persistent link: https://www.econbiz.de/10010463353
Saved in:
2
Pricing nondiversifiable credit risk in the corporate Eurobond market
Abaffy, J.
;
Bertocchi, Marida
;
Dupačová, Jitka
; …
- In:
Journal of banking & finance
31
(
2007
)
8
,
pp. 2233-2263
Persistent link: https://www.econbiz.de/10003522905
Saved in:
3
Estimating the Joint Probability of Default using CDS and Bond Data
Pianeti, Riccardo
;
Giacometti, Rosella
;
Acerbis, Valentina
-
2011
Persistent link: https://www.econbiz.de/10009381362
Saved in:
4
Credit default swaps : implied ratings versus official ones
Castellano, Rosella
;
Giacometti, Rosella
- In:
4OR : a quarterly journal of operations research
10
(
2012
)
2
,
pp. 163-180
Persistent link: https://www.econbiz.de/10010218799
Saved in:
5
Estimating the joint probability of default using credit default swap and bond data
Pianeti, Riccardo
;
Giacometti, Rosella
;
Acerbis, Valentina
- In:
The journal of fixed income
21
(
2012
)
3
,
pp. 44-58
Persistent link: https://www.econbiz.de/10009532100
Saved in:
6
The ICA-based factor decomposition of the Eurozone sovereign CDS spreads
Fabozzi, Frank J.
;
Giacometti, Rosella
;
Tsuchida, Naoshi
-
2015
Persistent link: https://www.econbiz.de/10011375946
Saved in:
7
Robust and sparse banking network estimation
Torri, Gabriele
;
Giacometti, Rosella
;
Paterlini, Sandra
- In:
European journal of operational research : EJOR
270
(
2018
)
1
,
pp. 51-65
Persistent link: https://www.econbiz.de/10011868914
Saved in:
8
Factor decomposition of the Eurozone sovereign CDS spreads
Fabozzi, Frank J.
;
Giacometti, Rosella
;
Tsuchida, Naoshi
- In:
Journal of international money and finance
65
(
2016
),
pp. 1-23
Persistent link: https://www.econbiz.de/10011668394
Saved in:
9
Systemic risk attribution in the EU
Farina, G.
;
Giacometti, Rosella
;
De Giuli, Maria Elena
- In:
Journal of the Operational Research Society
70
(
2019
)
7
,
pp. 1115-1128
Persistent link: https://www.econbiz.de/10012213607
Saved in:
10
Market implied volatilities for defaultable bonds
Russo, Vincenzo
;
Giacometti, Rosella
;
Fabozzi, Frank J.
-
2019
Persistent link: https://www.econbiz.de/10012008749
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
