//--> //--> //-->
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:"Journal of banking & finance"
~isPartOf:"Risks : open access journal"
~person:"Fermanian, Jean-David"
~person:"Vanini, Paolo"
~subject:"Credit risk"
~subject:"Volatility"
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:"Management"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Credit risk
Volatility
Kreditrisiko
5
Risikomanagement
4
Risk management
4
Portfolio selection
3
Portfolio-Management
3
Risikomaß
3
Risk measure
3
Theorie
3
Theory
3
Adverse Selektion
1
Adverse selection
1
Credit portfolio model
1
Fourier Transform
1
Granularity adjustment
1
Market microstructure
1
Marktmikrostruktur
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Sensitivity analysis
1
Sensitivitätsanalyse
1
Spillover effect
1
Spillover-Effekt
1
Statistical distribution
1
Statistische Verteilung
1
Value-at-risk
1
more ...
less ...
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Fermanian, Jean-David
Vanini, Paolo
Escobar, Marcos
3
Gordy, Michael B.
3
Branger, Nicole
2
Breuer, Thomas
2
Cook, Douglas O.
2
Drehmann, Mathias
2
Frei, Christoph
2
Gouriéroux, Christian
2
Haan, Jakob de
2
Helberg, Stig
2
Jandačka, Martin
2
Júdice, Pedro
2
Leippold, Markus
2
Lindset, Snorre
2
Lucas, André
2
Mele, Antonio
2
Mencía, Javier
2
Obayashi, Yoshiki
2
Schuermann, Til
2
Shalen, Catherine T.
2
Shen, Yang
2
Summer, Martin
2
Tatay, Tibor
2
Zhu, Qiji Jim
2
Abinzano, Isabel
1
Aboura, Sofiane
1
Adam, Tim René
1
Adams, Zeno
1
Ajayi, Richard
1
Alessandri, Piergiorgio
1
Aliyev, Fuzuli
1
Allen, Linda
1
Almeida, José
1
Anagnostou, Ioannis
1
Anelli, Debora
1
Angbazo, Lazarus A.
1
Angel, Gabriela F. del
1
Angelini, Eliana
1
more ...
less ...
Published in...
All
Journal of banking & finance
Risks : open access journal
Série des documents de travail / Centre de Recherche en Économie et Statistique
2
Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
1
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
1
FAME research paper series
1
Journal of risk
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Série des documents de travail
1
The review of financial studies
1
Working papers on finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Credit portfolios : what defines risk horizons and risk measurement?
Ebnöther, Silvan
;
Vanini, Paolo
- In:
Journal of banking & finance
31
(
2007
)
12
,
pp. 3663-3679
Persistent link: https://www.econbiz.de/10003604359
Saved in:
2
A simple model of credit contagion
Egloff, Daniel
;
Leippold, Markus
;
Vanini, Paolo
- In:
Journal of banking & finance
31
(
2007
)
8
,
pp. 2475-2492
Persistent link: https://www.econbiz.de/10003522957
Saved in:
3
Optimal credit limit
management
under different information regimes
Leippold, Markus
;
Vanini, Paolo
;
Ebnoether, Silvan
- In:
Journal of banking & finance
30
(
2006
)
2
,
pp. 463-487
Persistent link: https://www.econbiz.de/10003291292
Saved in:
4
The limits of granularity adjustments
Fermanian, Jean-David
- In:
Journal of banking & finance
45
(
2014
),
pp. 9-25
Persistent link: https://www.econbiz.de/10010466685
Saved in:
5
Sensitivity analysis of VaR and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
- In:
Journal of banking & finance
29
(
2005
)
4
,
pp. 927-958
Persistent link: https://www.econbiz.de/10002600391
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->