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
Using the Black and Litterman...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Credit risk
Theorie
24
Theory
24
Portfolio selection
19
Portfolio-Management
19
Kreditrisiko
10
Credit derivative
9
Kreditderivat
9
Risiko
9
Risikomaß
9
Risk
9
Risk measure
9
EU countries
8
EU-Staaten
8
Capital income
7
Estimation theory
7
Kapitaleinkommen
7
Schätztheorie
7
Statistical distribution
7
Statistische Verteilung
7
Bank risk
6
Bankrisiko
6
Yield curve
6
Zinsstruktur
6
Anleihe
5
Bank
5
Bond
5
Estimation
5
Measurement
5
Messung
5
Schätzung
5
Systemic risk
5
Systemrisiko
5
Time series analysis
5
Zeitreihenanalyse
5
Italien
4
Italy
4
Mortality
4
Sterblichkeit
4
Stochastic process
4
more ...
less ...
Online availability
All
Undetermined
5
Free
3
Type of publication
All
Article
8
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
10
Author
All
Giacometti, Rosella
10
Fabozzi, Frank J.
3
Acerbis, Valentina
2
De Giuli, Maria Elena
2
Farina, G.
2
Pianeti, Riccardo
2
Torri, Gabriele
2
Tsuchida, Naoshi
2
Castellano, Rosella
1
Giacchetta, Gianandrea
1
Paterlini, Sandra
1
Russo, Vincenzo
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
European journal of operational research : EJOR
1
IMES discussion paper series / Englische Ausgabe
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)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Market implied volatilities for defaultable bonds
Russo, Vincenzo
;
Giacometti, Rosella
;
Fabozzi, Frank J.
-
2019
Persistent link: https://www.econbiz.de/10012008749
Saved in:
9
Risk attribution and interconnectedness in the EU via CDS data
Giacometti, Rosella
;
Torri, Gabriele
;
Farina, G.
;
De …
- In:
Computational management science
17
(
2020
)
4
,
pp. 549-567
Persistent link: https://www.econbiz.de/10012486984
Saved in:
10
Measuring european banks' exposure to climate risk
Giacchetta, Gianandrea
;
Giacometti, Rosella
- In:
Review of corporate finance
4
(
2024
)
1/2
,
pp. 151-176
Persistent link: https://www.econbiz.de/10014554014
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
