//--> //--> //-->
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:"Maciag, Jakob"
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:"credit portfolio models"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Bank lending
1
Basel Accord
1
Basler Akkord
1
Credit risk
1
Kreditgeschäft
1
Kreditrisiko
1
Multivariate Verteilung
1
Multivariate distribution
1
Portfolio selection
1
Portfolio-Management
1
Risikomaß
1
Risk measure
1
Statistical distribution
1
Statistische Verteilung
1
Stochastic process
1
Stochastischer Prozess
1
Theorie
1
Theory
1
copula
1
credit risk
1
nested copula
1
sector-type credit portfolio models
1
stochastic loss given default (LGD)
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Maciag, Jakob
Koopman, Siem Jan
20
Schwaab, Bernd
20
Lucas, André
14
Lucas, Andre
6
Ebert, Sebastian
2
Lütkebohmert, Eva
2
Löderbusch, Matthias
1
Maldonado, Diego
1
Pazmiño, Mariela
1
more ...
less ...
Published in...
All
The journal of credit risk : published quarterly by Incisive Media
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->