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subject:"Credit risk"
subject:"Derivat <Wertpapier>"
~accessRights:"restricted"
~person:"Fabozzi, Frank J."
~person:"Jacobs, Michael <Jr.>"
~person:"Skoglund, Jimmy"
~subject:"Risk measure"
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Credit risk
Derivat <Wertpapier>
Risk measure
Risk management
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Portfolio-Management
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Fabozzi, Frank J.
Jacobs, Michael <Jr.>
Skoglund, Jimmy
Wang, Ruodu
14
Broll, Udo
7
Cai, Jun
7
Li, Jianping
7
Mao, Tiantian
7
Rösch, Daniel
7
Embrechts, Paul
6
Hammoudeh, Shawkat
6
Härdle, Wolfgang
6
Righi, Marcelo Brutti
6
Zhu, Xiaoqian
6
Andreeva, Galina
5
Boonen, Tim J.
5
Brandtner, Mario
5
Crook, Jonathan N.
5
Hurlin, Christophe
5
Kumar, Dilip
5
Mensi, Walid
5
Mitic, Peter
5
Rüschendorf, Ludger
5
Tan, Ken Seng
5
Wang, Gang-Jin
5
Welzel, Peter
5
Al-Yahyaee, Khamis Hamed
4
Bernard, Carole
4
Cerezetti, Fernando
4
Chaudhry, Sajid M.
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Chi, Xie
4
Farkas, Walter
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Guillén, Montserrat
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Karmakar, Madhusudan
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Liu, Fangda
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Liu, Haiyan
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Mora-Valencia, Andrés
4
Olson, David L.
4
Raviv, Alon
4
Rudolph, Bernd
4
Schäfer, Klaus
4
Shahzad, Syed Jawad Hussain
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European journal of operational research : EJOR
1
International journal of finance & economics : IJFE
1
International journal of financial engineering and risk management
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The journal of risk model validation
1
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ECONIS (ZBW)
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1
Intertemporal defaulted bond recoveries prediction via machine learning
Nazemi, Abdolreza
;
Baumann, Friedrich
;
Fabozzi, Frank J.
- In:
European journal of operational research : EJOR
297
(
2022
)
3
,
pp. 1162-1177
Persistent link: https://www.econbiz.de/10013263044
Saved in:
2
The accuracy of alternative supervisory methodologies for the stress testing of credit risk
Jacobs, Michael <Jr.>
- In:
International journal of financial engineering and risk …
3
(
2020
)
3
,
pp. 254-296
Persistent link: https://www.econbiz.de/10012253521
Saved in:
3
How fat are the tails of equity market indices?
Stoyanov, Stoyan V.
;
Loh, Lixia
;
Fabozzi, Frank J.
- In:
International journal of finance & economics : IJFE
22
(
2017
)
3
,
pp. 181-200
Persistent link: https://www.econbiz.de/10011960289
Saved in:
4
Rating momentum in the macroeconomic stress testing and scenario analysis of credit risk
Skoglund, Jimmy
;
Chen, Wei
- In:
The journal of risk model validation
11
(
2017
)
1
,
pp. 21-47
Persistent link: https://www.econbiz.de/10011671176
Saved in:
5
Index-exciting CAViaR : a new empirical time-varying risk model
Huang, Dashan
;
Yu, Baimin
;
Lu, Zu-di
;
Fabozzi, Frank J.
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
14
(
2010
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009514126
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