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~subject:"Portfolio selection"
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Portfolio selection
Theorie
23
Theory
23
Risikomaß
14
Risk measure
14
Portfolio-Management
9
Credit risk
8
Kreditrisiko
8
Risikomanagement
8
Risk management
8
Bank lending
6
Kreditgeschäft
6
Insolvency
5
Insolvenz
5
Measurement
5
Messung
5
Japan
4
Multivariate Verteilung
4
Multivariate distribution
4
Simulation
4
Bank
3
Collateral
3
Expected loss (EL)
3
Exposure at default (EaD)
3
Kreditsicherung
3
Loss
3
Loss given default (LGD)
3
Option pricing theory
3
Optionspreistheorie
3
Probability of default (PD)
3
Verlust
3
Volatility
3
Volatilität
3
copula
3
economic capital
3
multivariate distribution
3
risk aggregation
3
1994-1998
2
Arbitrage
2
Capital income
2
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English
9
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Yoshiba, Toshinao
5
Yamai, Yasuhiro
4
Hisata, Yoshifumi
2
Ieda, Akira
2
Ishikawa, Tatsuya
2
Oda, Nobuyuki
2
Ohtake, Fuminobu
2
Yamashita, Satoshi
2
Ito, Kakeru
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IMES discussion paper series
4
Monetary and economic studies
3
Asia-Pacific financial markets
1
International review of economics & finance : IREF
1
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ECONIS (ZBW)
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Research toward the practical application of liquidity risk evaluation methods
Hisata, Yoshifumi
;
Yamai, Yasuhiro
-
2000
Persistent link: https://www.econbiz.de/10001486133
Saved in:
2
On the risk capital framework of financial institutions
Ishikawa, Tatsuya
;
Yamai, Yasuhiro
;
Ieda, Akira
- In:
Monetary and economic studies
21
(
2003
)
3
,
pp. 83-105
Persistent link: https://www.econbiz.de/10001802336
Saved in:
3
Research toward the practical application of liquidity risk evaluation methods
Hisata, Yoshifumi
;
Yamai, Yasuhiro
- In:
Monetary and economic studies
18
(
2000
)
2
,
pp. 83-127
Persistent link: https://www.econbiz.de/10001539617
Saved in:
4
On the risk capital framework of financial institutions
Ishikawa, Tatsuya
;
Yamai, Yasuhiro
;
Ieda, Akira
-
2003
Persistent link: https://www.econbiz.de/10001787114
Saved in:
5
Market price analysis and risk management for convertible bonds
Ohtake, Fuminobu
;
Oda, Nobuyuki
;
Yoshiba, Toshinao
- In:
Monetary and economic studies
17
(
1999
)
2
,
pp. 47-89
Persistent link: https://www.econbiz.de/10001402183
Saved in:
6
Market price analysis and risk management for convertible bonds
Ohtake, Fuminobu
;
Oda, Nobuyuki
;
Yoshiba, Toshinao
-
1998
Persistent link: https://www.econbiz.de/10000994639
Saved in:
7
Dynamic asymmetric tail dependence structure among multi-asset classes for portfolio management : dynamic skew-t copula approach
Ito, Kakeru
;
Yoshiba, Toshinao
- In:
International review of economics & finance : IREF
97
(
2025
),
pp. 1-19
Persistent link: https://www.econbiz.de/10015324226
Saved in:
8
Analytical solutions for expected and unexpected losses with an additional loan
Yamashita, Satoshi
;
Yoshiba, Toshinao
-
2007
Persistent link: https://www.econbiz.de/10003606900
Saved in:
9
Analytical solutions for expected loss and standard deviation of loss with an additional loan
Yamashita, Satoshi
;
Yoshiba, Toshinao
- In:
Asia-Pacific financial markets
22
(
2015
)
2
,
pp. 113-132
Persistent link: https://www.econbiz.de/10011377519
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