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~subject:"Portfolio selection"
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Portfolio selection
Theorie
50
Theory
49
Kreditrisiko
44
Credit risk
43
Insolvency
26
Insolvenz
26
Portfolio-Management
19
Corporate bond
18
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18
Stochastic process
16
Stochastischer Prozess
16
Korrelation
14
Simulation
14
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13
Risikoprämie
9
Risk premium
9
Estimation theory
8
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Schätztheorie
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compensator
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correlated defaults
7
Financial crisis
6
Finanzkrise
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Unvollkommene Information
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Anleihe
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Bond
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Corporate finance
5
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5
Financial analysis
5
Finanzanalyse
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Impact assessment
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USA
5
United States
5
Unternehmensfinanzierung
5
Wirkungsanalyse
5
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5
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5
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5
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8
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6
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6
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3
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English
18
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Giesecke, Kay
18
Tsoukalas, Gerry
6
Kim, Jack
3
Spiliopoulos, Konstantinos
3
Deng, Shaojie
2
Kim, Baeho
2
Sirignano, Justin
2
Sirignano, Justin A.
2
Sowers, Richard
2
Wang, Jiang
2
Weber, Stefan
2
Backshall, Tim
1
Goldberg, Lisa
1
Lai, Tze
1
Lai, Tze Leung
1
Sowers, R. B.
1
Takada, Hideyuki
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
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Management science : journal of the Institute for Operations Research and the Management Sciences
2
Operations research
2
Discussion papers of interdisciplinary research project 373
1
Frontiers in quantitative finance : volatility and credit risk modeling
1
Journal of banking & finance
1
Management Science, Forthcoming
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
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The handbook of fixed income securities
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Portfolio credit risk : top-down versus bottom-up approaches
Giesecke, Kay
- In:
Frontiers in quantitative finance : volatility and …
,
(pp. 251-267)
.
2009
Persistent link: https://www.econbiz.de/10003787607
Saved in:
2
Correlated defaults, incomplete information, and the term structure of credit spreads
Giesecke, Kay
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001639703
Saved in:
3
Correlated defaults, incomplete information, and the term structure of credit spreads
Giesecke, Kay
-
2001
Persistent link: https://www.econbiz.de/10001646775
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4
Cyclical correlations, credit contagion, and portfolio losses
Giesecke, Kay
;
Weber, Stefan
- In:
Journal of banking & finance
28
(
2004
)
12
,
pp. 3009-3036
Persistent link: https://www.econbiz.de/10002410735
Saved in:
5
Credit risk modeling
Backshall, Tim
;
Giesecke, Kay
;
Goldberg, Lisa
- In:
The handbook of fixed income securities
,
(pp. 779-798)
.
2005
Persistent link: https://www.econbiz.de/10003054846
Saved in:
6
Cyclical correlations, credit contagion, and portfolio losses
Giesecke, Kay
(
contributor
);
Weber, Stefan
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919109
Saved in:
7
Sequential importance sampling and resampling for dynamic portfolio credit risk
Deng, Shaojie
;
Giesecke, Kay
;
Lai, Tze Leung
- In:
Operations research
60
(
2012
)
1
,
pp. 78-91
Persistent link: https://www.econbiz.de/10009532668
Saved in:
8
Optimal credit swap portfolios
Giesecke, Kay
;
Kim, Baeho
;
Kim, Jack
;
Tsoukalas, Gerry
- In:
Management science : journal of the Institute for …
60
(
2014
)
9
,
pp. 2291-2307
Persistent link: https://www.econbiz.de/10010461900
Saved in:
9
Large-scale loan portfolio selection
Sirignano, Justin A.
;
Tsoukalas, Gerry
;
Giesecke, Kay
- In:
Operations research
64
(
2016
)
6
,
pp. 1239-1255
Persistent link: https://www.econbiz.de/10011620636
Saved in:
10
Large portfolio asymptotics for loss from default
Giesecke, Kay
;
Spiliopoulos, Konstantinos
;
Sowers, R. B.
; …
- In:
Mathematical finance : an international journal of …
25
(
2015
)
1
,
pp. 77-114
Persistent link: https://www.econbiz.de/10011347245
Saved in:
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