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subject:"Portfolio selection"
subject:"World"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Kreditrisiko"
~subject:"Portfolio-Management"
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Portfolio selection
World
Kreditrisiko
Portfolio-Management
Risikomanagement
38
Risk management
38
Theorie
20
Theory
20
Credit risk
17
Risikomaß
15
Risk measure
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Option pricing theory
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risk management
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credit risk
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wrong-way risk
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Brigo, Damiano
2
Albanese, Claudio
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Amini, Hamed
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Ararat, Çağin
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Bielecki, Tomasz R.
1
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Capriotti, Luca
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International journal of theoretical and applied finance
Insurance / Mathematics & economics
107
Journal of banking & finance
99
Journal of risk management in financial institutions
95
European journal of operational research : EJOR
73
Finance research letters
72
Risks : open access journal
66
SpringerLink / Bücher
58
Wiley finance series
54
Journal of risk
53
International review of financial analysis
46
Journal of risk and financial management : JRFM
38
Risiko-Manager
38
Quantitative finance
36
The journal of portfolio management : JPM
33
International review of economics & finance : IREF
31
Springer eBook Collection
31
The North American journal of economics and finance : a journal of financial economics studies
31
Energy economics
29
Economic modelling
26
Journal of financial stability
25
Research paper series / Swiss Finance Institute
25
The journal of portfolio management : a publication of Institutional Investor
25
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
25
NBER working paper series
24
The journal of risk model validation
23
Die Bank
22
The journal of asset management
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The journal of credit risk : published quarterly by Incisive Media
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Discussion paper
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Working paper series / European Central Bank
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The European journal of finance
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The journal of investing
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Europäische Hochschulschriften / 5
19
Research in international business and finance
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Applied economics letters
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Journal of investment management : JOIM
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Wiley finance
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Applied economics
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Discussion paper / Tinbergen Institute
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ECONIS (ZBW)
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11
Wrong-way risk CVA models with analytical EPE profiles under Gaussian exposure dynamics
Vrins, Frédéric
- In:
International journal of theoretical and applied finance
20
(
2017
)
7
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011763941
Saved in:
12
Set-valued shortfall and divergence risk measures
Ararat, Çağin
;
Hamel, Andreas
;
Rudloff, Birgit
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-48
Persistent link: https://www.econbiz.de/10011733939
Saved in:
13
Extremal dependence for bilateral credit valuation adjustments
Scherer, Matthias
;
Schulz, Thorsten
- In:
International journal of theoretical and applied finance
19
(
2016
)
7
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011568865
Saved in:
14
CVA with wrong way risk : sensitivities, volatility and hedging
El Hajjaji, Omar
;
Subbotin, Alexander
- In:
International journal of theoretical and applied finance
18
(
2015
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011403747
Saved in:
15
Regulatory capital modeling for credit risk
Rutkowski, Marek
;
Tarca, Silvio
- In:
International journal of theoretical and applied finance
18
(
2015
)
5
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011403880
Saved in:
16
Justification of per-unit risk capital allocation in portfolio credit risk models
Dorfleitner, Gregor
;
Pfister, Tamara
- In:
International journal of theoretical and applied finance
17
(
2014
)
6
,
pp. 1-29
Persistent link: https://www.econbiz.de/10010438509
Saved in:
17
Vector-valued coherent risk measure processes
Tahar, Imen Ben
;
Lépinette, Emmanuel
- In:
International journal of theoretical and applied finance
17
(
2014
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10010363907
Saved in:
18
Allocating systemic risk in a regulatory perspective
Gouriéroux, Christian
;
Monfort, Alain
- In:
International journal of theoretical and applied finance
16
(
2013
)
7
,
pp. 1-20
Persistent link: https://www.econbiz.de/10010233265
Saved in:
19
Restructuring counterparty credit risk
Albanese, Claudio
;
Brigo, Damiano
;
Oertel, Frank
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10009748714
Saved in:
20
Pricingcounterparty risk including collateralization, netting rules, re-hypothecation and wrong-way risk
Brigo, Damiano
;
Capponi, Agostino
;
Pallavicini, Andrea
; …
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10009748723
Saved in:
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