//--> //--> //--> //-->
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:"The journal of credit risk : published quarterly by Incisive Media"
~subject:"Portfolio selection"
~subject:"Theory"
~subject:"Verlust"
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:"Expected Shortfall"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Theory
Verlust
Risikomaß
25
Risk measure
25
Theorie
21
Credit risk
20
Kreditrisiko
20
Portfolio-Management
12
Risikomanagement
10
Risk management
10
Basel Accord
8
Basler Akkord
8
Bank lending
7
Kreditgeschäft
7
Financial services
4
Finanzdienstleistung
4
Loss
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Risiko
4
Risk
4
Statistical distribution
4
Statistische Verteilung
4
credit risk
4
Bank risk
2
Bankrisiko
2
Branche
2
Correlation
2
Economic sector
2
Erwartungsbildung
2
Expectation formation
2
Financial crisis
2
Finanzkrise
2
Insolvency
2
Insolvenz
2
Korrelation
2
Merton model
2
Probability theory
2
Stochastic process
2
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
21
Type of publication (narrower categories)
All
Article in journal
21
Aufsatz in Zeitschrift
21
Language
All
English
21
Author
All
Fischer, Matthias
2
Löderbusch, Matthias
2
Maciag, Jakob
2
Zagst, Rudi
2
Aas, Kjersti
1
Batiz-Zuk, Enrique
1
Bewick, Jill
1
Charlin, Ventura
1
Choe, SuBang
1
Christodoulakis, George A.
1
Cifuentes, Arturo
1
Dietz, Christian
1
Eckert, Johanna
1
Eleftherios, Vlachostergios
1
Escobar, Marcos
1
Frielingsdorf, Tobias
1
Geidosch, Marco
1
Guhr, Thomas
1
Hauptmann, Johannes
1
Huang, Haohan
1
Huang, Huaxiong
1
Huang, Xinzheng
1
Jakob, Kevin
1
Jeon, Jong-June
1
Kaposty, Florian
1
Kim, Sunggon
1
Kurtz, Cornelius
1
Lee, Yonghee
1
Lütkebohmert-Holtz, Eva
1
Montesi, Giuseppe
1
Olivares, Pablo
1
Oosterlee, Cornelis W.
1
Papiro, Giovanni
1
Parnes, Dror
1
Poon, Ser-Huang
1
Reitan, Trond
1
Schmitt, Thilo A.
1
Schäfer, Rudi
1
Sester, Julian
1
Tasche, Dirk
1
more ...
less ...
Published in...
All
The journal of credit risk : published quarterly by Incisive Media
Insurance / Mathematics & economics
186
Journal of banking & finance
114
European journal of operational research : EJOR
94
Risks : open access journal
83
Journal of risk
75
Finance research letters
55
Economic modelling
51
Quantitative finance
47
Discussion paper / Tinbergen Institute
44
International review of financial analysis
44
Journal of empirical finance
39
International journal of forecasting
38
The journal of risk model validation
38
Applied economics
36
Journal of risk and financial management : JRFM
35
International journal of theoretical and applied finance
34
The North American journal of economics and finance : a journal of financial economics studies
33
Journal of economic dynamics & control
29
Computational economics
28
Journal of econometrics
28
Research paper series / Swiss Finance Institute
28
Scandinavian actuarial journal
28
The journal of operational risk
28
Finance and stochastics
26
The European journal of finance
26
Journal of forecasting
24
Mathematical finance : an international journal of mathematics, statistics and financial theory
24
Operations research letters
24
SFB 649 discussion paper
24
Operations research
23
Mathematics and financial economics
22
Astin bulletin : the journal of the International Actuarial Association
21
Energy economics
21
Journal of financial econometrics
20
Journal of international financial markets, institutions & money
20
Mathematics of operations research
20
Applied economics letters
19
Journal of risk management in financial institutions
19
Research in international business and finance
19
more ...
less ...
Source
All
ECONIS (ZBW)
21
Showing
1
-
10
of
21
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Primary-firm-driven portfolio loss
Turnbull, Stuart M.
- In:
The journal of credit risk : published quarterly by …
13
(
2017
)
2
,
pp. 33-52
Persistent link: https://www.econbiz.de/10011777676
Saved in:
2
Art-secured lending : a risk analysis framework
Charlin, Ventura
;
Cifuentes, Arturo
- In:
The journal of credit risk : published quarterly by …
16
(
2020
)
2
,
pp. 67-93
Persistent link: https://www.econbiz.de/10012298997
Saved in:
3
Fitting a distribution to value-at-risk and
expected
shortfall
, with an application to covered bonds
Tasche, Dirk
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
2
,
pp. 77-111
Persistent link: https://www.econbiz.de/10011597894
Saved in:
4
Basel risk weight functions and forward-looking expected credit losses
Eleftherios, Vlachostergios
- In:
The journal of credit risk : published quarterly by …
15
(
2019
)
4
,
pp. 29-42
Persistent link: https://www.econbiz.de/10012153043
Saved in:
5
Calculating capital charges for sector concentration risk
Kurtz, Cornelius
;
Lütkebohmert-Holtz, Eva
;
Sester, Julian
- In:
The journal of credit risk : published quarterly by …
14
(
2018
)
4
,
pp. 35-67
Persistent link: https://www.econbiz.de/10012041800
Saved in:
6
Modeling dependent risk factors with CreditRisk+
Zhang, Xiaohang
;
Choe, SuBang
;
Zhu, Ji
;
Bewick, Jill
- In:
The journal of credit risk : published quarterly by …
14
(
2018
)
2
,
pp. 29-43
Persistent link: https://www.econbiz.de/10011917573
Saved in:
7
A latent variable credit risk model comprising nonlinear dependencies in a sector framework with a stochastically dependent loss given default
Maciag, Jakob
;
Löderbusch, Matthias
- In:
The journal of credit risk : published quarterly by …
13
(
2017
)
4
,
pp. 37-74
Persistent link: https://www.econbiz.de/10012041612
Saved in:
8
Portfolio credit risk model with extremal dependence of defaults and random recovery
Jeon, Jong-June
;
Kim, Sunggon
;
Lee, Yonghee
- In:
The journal of credit risk : published quarterly by …
13
(
2017
)
2
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011777675
Saved in:
9
Stochastic loss given default and exposure at default in a structural model of portfolio credit risk
Kaposty, Florian
;
Löderbusch, Matthias
;
Maciag, Jakob
- In:
The journal of credit risk : published quarterly by …
13
(
2017
)
1
,
pp. 95-123
Persistent link: https://www.econbiz.de/10011670772
Saved in:
10
A credit portfolio framework under dependent risk parameters : probability of default, loss given default and exposure at default
Eckert, Johanna
;
Jakob, Kevin
;
Fischer, Matthias
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
1
,
pp. 97-119
Persistent link: https://www.econbiz.de/10011566295
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->