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The relationship between default prediction and lending profits : integrating ROC analysis and loan pricing
Stein, Roger M. - In: Journal of banking & finance 29 (2005) 5, pp. 1213-1236
Persistent link: https://www.econbiz.de/10002628568
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The role of stress testing in credit risk management
Stein, Roger M. - In: Journal of investment management : JOIM 10 (2012) 4, pp. 64-90
Persistent link: https://www.econbiz.de/10009710885
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Using RBOs and megafunds to hedge longevity risk and specialty drug costs
Stein, Roger M. - In: The journal of alternative investments : JAI 24 (2022) 3, pp. 99-123
Persistent link: https://www.econbiz.de/10012802383
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Approaches to improving bank share value using credit-portfolio management and credit-transfer pricing
Bohn, Jeffrey R.; Stein, Roger M. - In: Journal of investment management : JOIM 11 (2013) 2, pp. 47-72
Persistent link: https://www.econbiz.de/10009763913
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Underwriting versus economy : a new approach to decomposing mortgage losses
Das, Ashish; Stein, Roger M. - In: The journal of credit risk : published quarterly by … 5 (2009/10) 2, pp. 19-41
Persistent link: https://www.econbiz.de/10003874102
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Inferring the default rate in a population by comparing two incomplete default databases
Dwyer, Douglas W.; Stein, Roger M. - In: Journal of banking & finance 30 (2006) 3, pp. 797-810
Persistent link: https://www.econbiz.de/10003300374
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Funding long shots
Hull, John; Lo, Andrew W.; Stein, Roger M. - In: Journal of investment management : JOIM 17 (2019) 4, pp. 9-41
Persistent link: https://www.econbiz.de/10012254318
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Complete and incomplete FinTech platforms
Dhar, Vasant; Stein, Roger M. - In: Journal of investment management : JOIM 16 (2018) 2, pp. 4-16
Persistent link: https://www.econbiz.de/10011915436
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Systemic risk and alternative investments : a summary of selections from the state of the art
Getmansky, Mila; Stein, Roger M. - In: The journal of alternative investments 18 (2015/16) 4, pp. 6-12
Persistent link: https://www.econbiz.de/10011471130
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TRC networks and systemic risk
Lo, Andrew W.; Stein, Roger M. - In: The journal of alternative investments 18 (2015/16) 4, pp. 52-67
Persistent link: https://www.econbiz.de/10011471134