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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of banking & finance"
~person:"Rösch, Daniel"
~subject:"Credit risk"
~subject:"Risikomaß"
~subject:"Volatility"
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Credit risk
Risikomaß
Volatility
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Portfolio-Management
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Rösch, Daniel
Breuer, Thomas
4
Brigo, Damiano
4
Dias, Alexandra
3
Gordy, Michael B.
3
Gouriéroux, Christian
3
Kim, Young Shin
3
Korn, Ralf
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International journal of theoretical and applied finance
Journal of banking & finance
European journal of operational research : EJOR
3
HKIMR working paper
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Journal of risk
2
Review of derivatives research
2
Center of Finance dissertation series
1
Die Bank
1
Diskussionsbeitrag
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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International journal of forecasting
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International review of finance
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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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Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
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The journal of risk model validation
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ECONIS (ZBW)
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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:
2
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
Saved in:
3
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
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