//--> //--> //--> //-->
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
~language:"eng"
~language:"est"
~person:"Fabozzi, Frank J."
~person:"Rösch, Daniel"
~subject:"Credit risk"
~type_genre:"Article in journal"
~type_genre:"Conference Paper"
~type_genre:"Graue Literatur"
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:
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
Credit risk
Theorie
112
Theory
112
Portfolio selection
96
Portfolio-Management
96
Kreditrisiko
60
USA
43
United States
43
Option pricing theory
39
Optionspreistheorie
39
Estimation
36
Schätzung
36
CAPM
33
Risikomaß
32
Risk measure
32
Volatility
30
Volatilität
30
Statistical distribution
29
Statistische Verteilung
29
Risk management
28
Risikomanagement
27
Capital income
26
Kapitaleinkommen
26
Stochastic process
26
Stochastischer Prozess
26
Forecasting model
25
Prognoseverfahren
25
Credit rating
24
Kreditwürdigkeit
24
Derivat
22
Derivative
22
Risikoprämie
22
Risk premium
22
Risiko
21
Risk
21
Welt
21
World
21
Asset-Backed Securities
20
Asset-backed securities
20
Basel Accord
20
more ...
less ...
Online availability
All
Undetermined
24
Free
10
Type of publication
All
Article
49
Book / Working Paper
11
Type of publication (narrower categories)
All
Article in journal
Conference Paper
Graue Literatur
Aufsatz in Zeitschrift
49
Non-commercial literature
11
Aufsatz im Buch
10
Book section
10
Arbeitspapier
7
Working Paper
7
Collection of articles of several authors
4
Hochschulschrift
4
Sammelwerk
4
Aufsatzsammlung
3
Collection of articles written by one author
1
Guidebook
1
Handbook
1
Handbuch
1
Ratgeber
1
Sammlung
1
more ...
less ...
Language
All
English
Estonian
German
6
Author
All
Fabozzi, Frank J.
Rösch, Daniel
Ongena, Steven
84
Lucas, André
55
Peydró, José-Luis
45
Acharya, Viral V.
44
Altman, Edward I.
37
Schuermann, Til
35
Koopman, Siem Jan
33
Scheule, Harald
32
Gambacorta, Leonardo
28
Gouriéroux, Christian
28
Monfort, Alain
27
Schwaab, Bernd
27
Caporale, Guglielmo Maria
25
Giesecke, Kay
25
Jiménez, Gabriel
25
Mayordomo, Sergio
24
Crook, Jonathan N.
23
Saunders, Anthony
23
Agarwal, Sumit
22
Allen, David E.
22
Jarrow, Robert A.
22
Suárez, Javier
22
Capponi, Agostino
21
Duffie, Darrell
21
Hasan, Iftekhar
21
Saurina, Jesús
21
Düllmann, Klaus
20
Jagtiani, Julapa
20
Pelizzon, Loriana
20
Repullo, Rafael
20
Wang, Xingchun
20
Berger, Allen N.
19
Jokivuolle, Esa
19
Renne, Jean-Paul
19
Byström, Hans N. E.
18
Calem, Paul Seth
18
Degryse, Hans
18
Frame, W. Scott
18
more ...
less ...
Institution
All
Gottfried Wilhelm Leibniz Universität Hannover
1
Published in...
All
Journal of banking & finance
6
European journal of operational research : EJOR
5
The journal of fixed income
5
HKIMR working paper
3
Finance research letters
2
International journal of forecasting
2
Journal / The Capco Institute : journal of financial transformation
2
Journal of empirical finance
2
Review of derivatives research
2
Annals of finance
1
Applied financial economics
1
Center of Finance dissertation series
1
Computational economics
1
Discussion paper / Deutsche Bundesbank
1
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
1
European financial management : the journal of the European Financial Management Association
1
Financial markets and portfolio management
1
Financial markets, institutions & instruments
1
Global finance journal
1
IMES discussion paper series / Englische Ausgabe
1
International journal of theoretical and applied finance
1
International review of finance
1
Journal of economic dynamics & control
1
Journal of financial engineering
1
Journal of financial intermediation
1
Journal of financial services research
1
Journal of financial stability
1
Journal of international money and finance
1
Journal of risk
1
Journal of the Operational Research Society : OR
1
Pacific-Basin finance journal
1
Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft
1
The European journal of finance
1
The journal of futures markets
1
The journal of real estate finance and economics
1
The journal of risk model validation
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
60
Showing
1
-
10
of
60
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
How much do investors rely on credit ratings : empirical evidence from the U.S. and E.U. CLO primary market
Fabozzi, Frank J.
;
Breemen, Vivian van
;
Vink, Dennis
; …
- In:
Journal of financial services research
63
(
2023
)
2
,
pp. 221-247
Persistent link: https://www.econbiz.de/10014258846
Saved in:
2
Intertemporal defaulted bond recoveries prediction via machine learning
Nazemi, Abdolreza
;
Baumann, Friedrich
;
Fabozzi, Frank J.
- In:
European journal of operational research : EJOR
297
(
2022
)
3
,
pp. 1162-1177
Persistent link: https://www.econbiz.de/10013263044
Saved in:
3
Opening the black box : quantile neural networks for loss given default prediction
Kellner, Ralf
;
Nagl, Maximilian
;
Rösch, Daniel
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013400086
Saved in:
4
Statistical and machine learning for credit and market risk management
Nagl, Maximilian
-
2022
Persistent link: https://www.econbiz.de/10012880193
Saved in:
5
Active loan trading
Fabozzi, Frank J.
;
Klingler, Sven
;
Mølgaard, Pia
; …
- In:
Journal of financial intermediation
46
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012818064
Saved in:
6
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:
7
Application of the Merton model to estimate the probability of breaching the capital requirements under Basel III rules
Russo, Vincenzo
;
Lagasio, Valentina
;
Brogi, Marina
; …
- In:
Annals of finance
16
(
2020
)
1
,
pp. 141-157
Persistent link: https://www.econbiz.de/10012495982
Saved in:
8
Bayesian loss given default estimation for European sovereign bonds
Jobst, Rainer
;
Kellner, Ralf
;
Rösch, Daniel
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 1073-1091
Persistent link: https://www.econbiz.de/10012497723
Saved in:
9
Computing valuation adjustments for counterparty credit risk using a modified supervisory approach
Büchel, Patrick
;
Kratochwil, Michael
;
Rösch, Daniel
- In:
Review of derivatives research
23
(
2020
)
3
,
pp. 273-322
Persistent link: https://www.econbiz.de/10012303233
Saved in:
10
Liquidity constraints, home equity and residential mortgage losses
Do, Hung Xuan
;
Rösch, Daniel
;
Scheule, Harald
- In:
The journal of real estate finance and economics
61
(
2020
)
2
,
pp. 208-246
Persistent link: https://www.econbiz.de/10012293163
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->