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~person:"Agrawal, Khushbu"
~person:"Everling, Oliver"
~person:"Rösch, Daniel"
~person:"Yao, Xiao"
~subject:"Asset-Backed Securities"
~subject:"Kreditwürdigkeit"
~subject:"Prognoseverfahren"
~type_genre:"Article in journal"
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Search: subject_exact:"Kreditrating"
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Asset-Backed Securities
Kreditwürdigkeit
Prognoseverfahren
Credit rating
30
Credit risk
18
Kreditrisiko
18
Theorie
10
Theory
10
Basel Accord
8
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8
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8
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4
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Agrawal, Khushbu
Everling, Oliver
Rösch, Daniel
Yao, Xiao
Ap Gwilym, Owain
18
Alsakka, Rasha
17
Agarwal, Sumit
14
Altman, Edward I.
14
Cantor, Richard
13
Shin, Yoon S.
13
Wu, Eliza
13
Packer, Frank
12
Parnes, Dror
12
Bonsall, Samuel B., IV
11
Poon, Winnie P. H.
11
Crook, Jonathan N.
10
Fabozzi, Frank J.
10
Thomas, Lyn C.
10
Chi, Guotai
9
Cornaggia, Kimberly J.
9
Ferri, Giovanni
9
Kim, Suk-Joong
9
Kraft, Pepa
9
Löffler, Gunter
9
Norden, Lars
9
Scheule, Harald
9
Shen, Chung-hua
9
Frame, W. Scott
8
Güttler, André
8
Huang, Yu-Li
8
Klusak, Patrycja
8
Sirimon Treepongkaruna
8
Vink, Dennis
8
Abad, Pilar
7
Avery, Robert B.
7
Chomsisengphet, Souphala
7
Giudici, Paolo
7
Han, Seung Hun
7
Koharki, Kevin
7
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7
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7
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7
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Die Bank
5
Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
4
Journal of banking & finance
4
European journal of operational research : EJOR
3
Controlling : Zeitschrift für erfolgsorientierte Unternehmenssteuerung
1
Die Unternehmung : Swiss journal of business research and practice ; Organ der Schweizerischen Gesellschaft für Betriebswirtschaft (SGB)
1
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1
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1
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1
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1
International review of financial analysis
1
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1
Review of derivatives research
1
Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
1
The European journal of finance
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
1
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
1
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
1
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ECONIS (ZBW)
30
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30
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1
The profitability of online loans : a competing risks analysis on default and prepayment
Li, Zhiyong
;
Li, Aimin
;
Bellotti, Anthony
;
Yao, Xiao
- In:
European journal of operational research : EJOR
306
(
2023
)
2
,
pp. 968-985
Persistent link: https://www.econbiz.de/10014279674
Saved in:
2
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:
3
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:
4
A novel dual-weighted fuzzy proximal support vector machine with application to credit risk analysis
Yu, Lean
;
Yao, Xiao
;
Zhang, Xiaoming
;
Yin, Hang
;
Liu, Jia
- In:
International review of financial analysis
71
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012439777
Saved in:
5
Macroeconomic effects and frailties in the resolution of non-performing loans
Betz, Jennifer
;
Krüger, Steffen
;
Kellner, Ralf
; …
- In:
Journal of banking & finance
112
(
2020
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012225295
Saved in:
6
Efficacy of industry factors for corporate default prediction
Agrawal, Khushbu
;
Maheshwari, Yogesh
- In:
IIMB management review
31
(
2019
)
1
,
pp. 71-77
Persistent link: https://www.econbiz.de/10012106076
Saved in:
7
Predicting prepayment and default risks of unsecured consumer loans in online lending
Li, Zhiyong
;
Li, Ke
;
Yao, Xiao
;
Wen, Qing
- In:
Emerging markets, finance & trade : a journal of the …
55
(
2019
)
1
,
pp. 118-132
Persistent link: https://www.econbiz.de/10012210454
Saved in:
8
Enhancing two-stage modelling methodology for loss given default with support vector machines
Yao, Xiao
;
Crook, Jonathan N.
;
Andreeva, Galina
- In:
European journal of operational research : EJOR
263
(
2017
)
2
,
pp. 679-689
Persistent link: https://www.econbiz.de/10011794025
Saved in:
9
Support vector regression for loss given default modelling
Yao, Xiao
;
Crook, Jonathan N.
;
Andreeva, Galina
- In:
European journal of operational research : EJOR
240
(
2015
)
2
,
pp. 528-538
Persistent link: https://www.econbiz.de/10010487012
Saved in:
10
Default prediction using Piotroski's F-score
Agrawal, Khushbu
- In:
Global business review
16
(
2015
)
5
,
pp. 175-186
Persistent link: https://www.econbiz.de/10011410371
Saved in:
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