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type_genre:"Hochschulschrift"
~isPartOf:"Journal of risk"
~subject:"Credit risk"
~subject:"Multivariate Verteilung"
~type_genre:"Article in journal"
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Credit risk
Multivariate Verteilung
Risikomanagement
76
Risk management
76
Portfolio selection
40
Portfolio-Management
40
Risikomaß
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40
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32
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risk management
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Baule, Rainer
1
Berger, Theo
1
Boeve, Rolf
1
Braun, Valentin
1
Breton, Michèle
1
Castellanos, Jenny
1
Chang, Meng-Shiuh
1
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1
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1
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1
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Journal of risk
Journal of banking & finance
49
Journal of risk management in financial institutions
49
Insurance / Mathematics & economics
33
Risks : open access journal
26
Risiko-Manager
25
European journal of operational research : EJOR
21
Finance research letters
21
The journal of credit risk : published quarterly by Incisive Media
21
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
20
International journal of theoretical and applied finance
18
International review of financial analysis
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Journal of financial stability
18
The journal of risk model validation
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Die Bank
14
Journal of risk and financial management : JRFM
14
The European journal of finance
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International journal of economics and finance
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International journal of economics and financial issues : IJEFI
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Review of quantitative finance and accounting
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of financial market infrastructures
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Agricultural finance review
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Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
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Gabler Edition Wissenschaft
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Journal of financial intermediation
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Journal of financial services research : JFSR
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Applied economics
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Applied economics letters
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Cogent economics & finance
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International journal of finance & banking studies : JJFBS
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Journal of empirical finance
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Journal of financial regulation and compliance : an international journal
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ECONIS (ZBW)
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1
Explainable artificial intelligence for credit scoring in banking
Melsom, Borger
;
Vennerød, Christian Bakke
;
Lange, …
- In:
Journal of risk
25
(
2022
)
2
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014342455
Saved in:
2
Modeling loss given default regressions
Li, Phillip
;
Zhang, Xiaofei
;
Zhao, Xinlei
- In:
Journal of risk
23
(
2020/2021
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012500067
Saved in:
3
Counterparty risk allocation
Baule, Rainer
- In:
Journal of risk
25
(
2022
)
1
,
pp. 49-74
Persistent link: https://www.econbiz.de/10013549681
Saved in:
4
Loss given default estimation : a two-stage model with classification tree-based boosting and support vector logistic regression
Tanoue, Yuta
;
Yamashita, Satoshi
- In:
Journal of risk
21
(
2018/2019
)
4
,
pp. 19-37
Persistent link: https://www.econbiz.de/10012059863
Saved in:
5
Could holding multiple safe havens improve diversification in a portfolio? : the extended skew-t vine copula approach
Chang, Meng-Shiuh
;
Yuan, Jing
;
Xu, Jing
- In:
Journal of risk
21
(
2018/2019
)
4
,
pp. 61-91
Persistent link: https://www.econbiz.de/10012059925
Saved in:
6
Forecasting corporate defaults in the German stock market
Mertens, Richard Lennart
;
Poddig, Thorsten
;
Fieberg, …
- In:
Journal of risk
20
(
2017/2018
)
6
,
pp. 29-54
Persistent link: https://www.econbiz.de/10011962407
Saved in:
7
A framework to analyze the financial effects of climate change
Turnbull, Stuart M.
;
Habahbeh, Lawrence
- In:
Journal of risk
23
(
2020/2021
)
2
,
pp. 105-146
Persistent link: https://www.econbiz.de/10012500268
Saved in:
8
Nonmaturity desposits and banks' exposure to interest rate risk : issues arising from the Basel regulatory framework
Cocozza, Rosa
;
Curcio, Domenico
;
Gianfrancesco, Igor
- In:
Journal of risk
17
(
2014/2015
)
5
,
pp. 99-134
Persistent link: https://www.econbiz.de/10011438896
Saved in:
9
Counterparty risk : credit valuation adjustment variability and value-at-risk
Breton, Michèle
;
Marzouk, Oussama
- In:
Journal of risk
21
(
2018/2019
)
5
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012059879
Saved in:
10
The efficiency of the Anderson-Darling test with a limited sample size : an application to backtesting counterparty credit risk internal models
Formenti, Matteo
;
Spadafora, Luca
;
Terraneo, Marcello
; …
- In:
Journal of risk
21
(
2018/2019
)
6
,
pp. 69-100
Persistent link: https://www.econbiz.de/10012117481
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