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~isPartOf:"Dresdner Beiträge zu quantitativen Verfahren"
~isPartOf:"Journal of banking & finance"
~person:"Rösch, Daniel"
~subject:"Kreditrisiko"
~subject:"Risikomaß"
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Kreditrisiko
Risikomaß
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Rösch, Daniel
Huschens, Stefan
22
Höse, Steffi
10
Altman, Edward I.
4
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4
Vogl, Konstantin
4
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Dresdner Beiträge zu quantitativen Verfahren
Journal of banking & finance
European journal of operational research : EJOR
2
HKIMR working paper
2
Journal of risk
2
The journal of fixed income
2
Center of Finance dissertation series
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Diskussionsbeitrag
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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European financial management : the journal of the European Financial Management Association
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Journal of economic dynamics & control
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Pacific-Basin finance journal
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Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft
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Review of derivatives research
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The Basel II risk parameters : estimation, validation, and stress testing : with 58 tables
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ECONIS (ZBW)
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1
Systematic credit risk in securitised mortgage portfolios
Lee, Yong Woong
;
Rösch, Daniel
;
Scheule, Harald
- In:
Journal of banking & finance
122
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012659310
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2
A shrinkage approach for Sharpe ratio optimal portfolios with estimation risks
Kircher, Felix
;
Rösch, Daniel
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013256632
Saved in:
3
Hedging parameter risk
Claußen, Arndt
;
Rösch, Daniel
;
Schmelzle, Martin
- In:
Journal of banking & finance
100
(
2019
),
pp. 111-121
Persistent link: https://www.econbiz.de/10012162464
Saved in:
4
Downturn LGD modeling using quantile regression
Krüger, Steffen
;
Rösch, Daniel
- In:
Journal of banking & finance
79
(
2017
),
pp. 42-56
Persistent link: https://www.econbiz.de/10011815136
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