//--> //--> //--> //-->
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
~person:"Carey, Mark S."
~person:"Das, Sanjiv R."
~person:"Fabozzi, Frank J."
~subject:"Kreditrisiko"
~subject:"Portfolio selection"
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: isPartOf:"Journal of Banking & Finance"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Kreditrisiko
Portfolio selection
Theorie
9
Theory
9
Credit risk
7
Portfolio-Management
6
Barrier options
4
Option pricing theory
4
Optionspreistheorie
4
ARCH model
3
ARCH-Modell
3
Credit rating
3
Insolvency
3
Insolvenz
3
Kreditwürdigkeit
3
Risikomaß
3
Risk measure
3
Asymptotic variability
2
Bank
2
Basel Accord
2
Basler Akkord
2
Conditional value-at-risk
2
Corporate bond
2
Credit spreads
2
Dynamic debt
2
Fat-tailed distributions
2
Foreclosure
2
Fundamental factors
2
Guarantee
2
Loan modification
2
Marginal rebalancing
2
Option trading
2
Optionsgeschäft
2
Ratchet
2
Regularly varying tails
2
Restructure
2
Robust portfolio optimization
2
Securities trading
2
Statistical distribution
2
Statistische Verteilung
2
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Language
All
English
12
Author
All
Carey, Mark S.
Das, Sanjiv R.
Fabozzi, Frank J.
Saunders, Anthony
10
Altman, Edward I.
8
Baptista, Alexandre M.
8
Norden, Lars
8
Rösch, Daniel
7
Alexander, Gordon J.
6
Perraudin, William R. M.
6
Behr, Patrick
5
Branger, Nicole
5
Gouriéroux, Christian
5
Hasan, Iftekhar
5
Munk, Claus
5
Weber, Martin
5
Zenios, Stauros Andrea
5
Chen, Tsung-kang
4
Klein, Peter
4
Koedijk, Kees
4
Kraft, Holger
4
Levy, Haim
4
Levy, Moshe
4
Liao, Hsien-hsing
4
Lucas, André
4
Löffler, Gunter
4
Nogales, Francisco J.
4
Ongena, Steven
4
Phillips, Blake
4
Varotto, Simone
4
Wu, Chunchi
4
An, Yunbi
3
Balbás de la Corte, Alejandro
3
Brandtner, Mario
3
Breuer, Thomas
3
Brunetti, Marianna
3
Chou, Pin-huang
3
Cui, Xueting
3
Delēs, Manthos D.
3
Dorfleitner, Gregor
3
more ...
less ...
Published in...
All
Journal of banking & finance
12
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dynamic optimization for multi-goals wealth management
Das, Sanjiv R.
;
Ostrov, Daniel
;
Radhakrishnan, Anand
; …
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013463132
Saved in:
2
Macroeconomic variable selection for creditor recovery rates
Nazemi, Abdolreza
;
Fabozzi, Frank J.
- In:
Journal of banking & finance
89
(
2018
),
pp. 14-25
Persistent link: https://www.econbiz.de/10011963062
Saved in:
3
A new approach to statistical arbitrage : strategies based on dynamic factor models of prices and their performance
Focardi, Sergio M.
;
Fabozzi, Frank J.
;
Mitov, Ivan K.
- In:
Journal of banking & finance
65
(
2016
),
pp. 134-155
Persistent link: https://www.econbiz.de/10011634338
Saved in:
4
Credit spreads with dynamic debt
Das, Sanjiv R.
;
Kim, Seoyoung
- In:
Journal of banking & finance
50
(
2015
),
pp. 121-140
Persistent link: https://www.econbiz.de/10010509132
Saved in:
5
Deciphering robust portfolios
Kim, Woo Chang
;
Kim, Jang Ho
;
Fabozzi, Frank J.
- In:
Journal of banking & finance
45
(
2014
),
pp. 1-8
Persistent link: https://www.econbiz.de/10010466688
Saved in:
6
Strategic loan modification : an options-based response to strategic default
Das, Sanjiv R.
;
Meadows, Ray
- In:
Journal of banking & finance
37
(
2013
)
2
,
pp. 636-647
Persistent link: https://www.econbiz.de/10009705609
Saved in:
7
Accounting-based versus market-based cross-sectional models of CDS spreads
Das, Sanjiv R.
;
Hanouna, Paul
;
Sarin, Atulya
- In:
Journal of banking & finance
33
(
2009
)
4
,
pp. 719-730
Persistent link: https://www.econbiz.de/10003820945
Saved in:
8
Relative deviation metrics and the problem of strategy replication
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Ortobelli, Sergio
- In:
Journal of banking & finance
32
(
2008
)
2
,
pp. 199-206
Persistent link: https://www.econbiz.de/10003647097
Saved in:
9
Momentum strategies based on reward-risk stock selection criteria
Račev, Svetlozar T.
;
Jašić, Teo
;
Stoyanov, Stoyan
; …
- In:
Journal of banking & finance
31
(
2007
)
8
,
pp. 2325-2346
Persistent link: https://www.econbiz.de/10003522928
Saved in:
10
A guide to choosing absolute bank capital requirements
Carey, Mark S.
- In:
Journal of banking & finance
26
(
2002
)
5
,
pp. 929-951
Persistent link: https://www.econbiz.de/10001665093
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->