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~isPartOf:"School of Accounting, Finance and Economics & FEMARC working paper series"
~subject:"Ausreißer"
~subject:"Credit risk"
~subject:"Measurement"
~type_genre:"Sammlung"
~type_genre:"Working Paper"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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Ausreißer
Credit risk
Measurement
Risikomaß
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Risk measure
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Kreditrisiko
7
Australia
6
Australien
6
Estimation
4
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Eigenkapital
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Allen, David E.
8
Powell, Robert
7
Singh, Abhay Kumar
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School of Accounting, Finance and Economics & FEMARC working paper series
Discussion paper / Tinbergen Institute
17
Research paper series / Swiss Finance Institute
12
Discussion paper / Deutsche Bundesbank
7
Working papers / TSE : WP
7
DNB working paper
6
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6
SFB 649 discussion paper
6
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6
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6
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Dresdner Beiträge zu quantitativen Verfahren
5
IMES discussion paper series / Englische Ausgabe
5
Série des documents de travail / Centre de Recherche en Économie et Statistique
5
Econometric Institute research papers
4
IES working paper
4
Sveriges Riksbank working paper series
4
Working paper series in economics
4
BIS working papers
3
Discussion paper / Center for Economic Research, Tilburg University
3
Discussion paper / The Pensions Institute, Cass Business School, City University
3
Diskussionsbeitrag / Westfälische Wilhelms-Universität Münster, Institut für Kreditwesen
3
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3
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Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
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Working papers in economics
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Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
2
DEM working paper series
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2
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2
Discussion papers / CEPR
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1
Tail risk for Australian emerging market entities
Allen, David E.
;
Kramadibrata, Akhmad R.
;
Powell, Robert
; …
-
2011
Persistent link: https://www.econbiz.de/10009410470
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2
Optimising a mining portfolio using CVaR
Allen, David E.
;
Kramadibrata, Akhmad R.
;
Powell, Robert
; …
-
2011
Persistent link: https://www.econbiz.de/10009410472
Saved in:
3
Credit risk and real capital : an examination of Swiss banking sector default risk using CVaR
Powell, Robert
;
Allen, David E.
-
2010
Persistent link: https://www.econbiz.de/10008760320
Saved in:
4
CAViaR and the Australian stock markets : an appetiser
Allen, David E.
;
Singh, Abhay Kumar
-
2010
Persistent link: https://www.econbiz.de/10008760322
Saved in:
5
The fluctuating default risk of Australian banks
Allen, David E.
;
Powell, Robert
-
2010
Persistent link: https://www.econbiz.de/10008760323
Saved in:
6
CVaR and credit risk measurement
Powell, Robert
;
Allen, David E.
-
2009
Persistent link: https://www.econbiz.de/10008667291
Saved in:
7
Structural credit modelling and its relationship to market value at risk : an Australian sectoral perspective
Allen, David E.
(
contributor
);
Powell, Robert
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003759999
Saved in:
8
Industry market value at risk in Australia
Allen, David E.
(
contributor
);
Powell, Robert
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003477132
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