//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied mathematical finance"
~subject:"Credit risk"
~subject:"Portfolio selection"
~type_genre:"Article in journal"
~type_genre:"Übersichtsarbeit"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Multivariate Verteilung"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Credit risk
Portfolio selection
Multivariate Verteilung
6
Multivariate distribution
6
Theorie
4
Theory
4
Kreditrisiko
3
Credit derivative
2
Kreditderivat
2
Yield curve
2
Zinsstruktur
2
Aggregation of risk
1
CDO pricing
1
Change-point
1
Copula
1
Corporate bond
1
Country risk
1
Credit rating
1
Derivat
1
Derivative
1
Dynamic measure of inequality
1
EU countries
1
EU-Staaten
1
Insolvency
1
Insolvenz
1
Kreditwürdigkeit
1
Länderrisiko
1
Markov chain
1
Markov process
1
Markov-Kette
1
Mathematics
1
Mathematik
1
Multivariate Analyse
1
Multivariate analysis
1
Multivariate default model
1
Option pricing theory
1
Optionspreistheorie
1
Portfolio-Management
1
Random variable
1
Risiko
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
Übersichtsarbeit
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Bee, Marco
1
D'Amico, Guglielmo
1
Gijbels, Irène
1
Herrmann, Klaus
1
Mai, Jan-Frederik
1
Olivares, Pablo
1
Petroni, Filippo
1
Regnalt, Philippe
1
Schenk, Steffen
1
Scherer, Matthias
1
Scocchera, Stefania
1
Storchi, Loriano
1
more ...
less ...
Published in...
All
Applied mathematical finance
Insurance / Mathematics & economics
22
Applied economics
16
The North American journal of economics and finance : a journal of financial economics studies
14
Economic modelling
12
Journal of banking & finance
12
Energy economics
10
European journal of operational research : EJOR
10
International journal of theoretical and applied finance
10
Journal of empirical finance
9
Journal of risk
9
Journal of risk and financial management : JRFM
9
Finance research letters
7
International review of financial analysis
7
Quantitative finance
7
Computational economics
5
The European journal of finance
5
The journal of credit risk : published quarterly by Incisive Media
5
Finance and stochastics
4
International journal of forecasting
4
International review of economics & finance : IREF
4
Journal of international financial markets, institutions & money
4
Journal of risk management in financial institutions
4
Pacific-Basin finance journal
4
Risks : open access journal
4
The journal of asset management : a major new, international quarterly journal for the financial community
4
Agricultural finance review
3
Financial markets and portfolio management
3
Research in international business and finance
3
Review of derivatives research
3
The journal of asset management
3
The journal of financial market infrastructures
3
The journal of fixed income
3
The journal of futures markets
3
American journal of finance and accounting
2
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
2
Annals of economics and statistics
2
Applied economics letters
2
Banking and finance review
2
Bulletin of monetary economics and banking
2
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A copula-based Markov reward approach to the credit spread in the European Union
D'Amico, Guglielmo
;
Petroni, Filippo
;
Regnalt, Philippe
; …
- In:
Applied mathematical finance
26
(
2019
)
4
,
pp. 359-386
Persistent link: https://www.econbiz.de/10012210396
Saved in:
2
Optimal expected-shortfall portfolio selection with copula-induced dependence
Gijbels, Irène
;
Herrmann, Klaus
- In:
Applied mathematical finance
25
(
2018
)
1/2
,
pp. 66-106
Persistent link: https://www.econbiz.de/10011959117
Saved in:
3
A multivariate default model with spread and event risk
Mai, Jan-Frederik
;
Olivares, Pablo
;
Schenk, Steffen
; …
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 51-83
Persistent link: https://www.econbiz.de/10010351857
Saved in:
4
Modelling credit default swap spreads by means of normal mixtures and copulas
Bee, Marco
- In:
Applied mathematical finance
11
(
2004
)
2
,
pp. 125-146
Persistent link: https://www.econbiz.de/10002085490
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->