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~person:"Rösch, Daniel"
~subject:"Kreditrisiko"
~subject:"Risiko"
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Search: subject:"Theorie"
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Kreditrisiko
Risiko
Theorie
34
Theory
33
Portfolio-Management
23
Credit risk
22
Portfolio selection
22
Basel Accord
12
Basler Akkord
12
CAPM
11
Schätzung
10
Estimation
9
Risikomaß
9
Risk measure
9
Estimation theory
8
Kreditwürdigkeit
8
Risk
8
Schätztheorie
8
Bank lending
7
Correlation
7
Credit rating
7
Insolvency
7
Insolvenz
7
Korrelation
7
Kreditgeschäft
7
Risikomanagement
7
Risk management
7
Bank risk
4
Bankrisiko
4
Forecasting model
4
Kapitalmarkttheorie
4
Prognoseverfahren
4
Arbitrage Pricing
3
Arbitrage pricing
3
Arbitrage-Pricing-Theorie
3
Asset-Backed Securities
3
Asset-backed securities
3
Bank
3
Deutschland
3
Financial economics
3
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7
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Article
19
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Article in journal
18
Aufsatz in Zeitschrift
18
Graue Literatur
8
Non-commercial literature
8
Working Paper
6
Arbeitspapier
5
Hochschulschrift
4
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2
Collection of articles of several authors
2
Sammelwerk
2
Bibliografie enthalten
1
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1
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1
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English
27
German
3
Author
All
Rösch, Daniel
Gollier, Christian
68
Broll, Udo
64
Viscusi, W. Kip
49
Wang, Ruodu
46
Eeckhoudt, Louis R.
45
Fabozzi, Frank J.
43
Ludwig, Alexander
41
Acharya, Viral V.
40
Lucas, André
40
Weber, Martin
39
Jarrow, Robert A.
38
Castelnuovo, Efrem
37
Epstein, Larry G.
37
Giesecke, Kay
37
Allen, Franklin
35
Huschens, Stefan
35
Chichilnisky, Graciela
34
Krueger, Dirk
34
Capponi, Agostino
32
Bali, Turan G.
31
Brady, Michael Emmett
31
Brigo, Damiano
31
Hansen, Lars Peter
31
Schlesinger, Harris
31
Madan, Dilip B.
30
Overbeck, Ludger
30
Gouriéroux, Christian
28
He, Zhiguo
28
Kanniainen, Vesa
28
Gale, Douglas
27
Kelly, Bryan T.
27
Maurer, Raimond
27
Pindyck, Robert S.
27
Boonen, Tim J.
26
Bundick, Brent
26
Guiso, Luigi
26
Hefeker, Carsten
26
Härdle, Wolfgang
26
Zeckhauser, Richard
26
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Institution
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Gottfried Wilhelm Leibniz Universität Hannover
1
Universität Regensburg / Wirtschaftswissenschaftliche Fakultät
1
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Journal of banking & finance
4
European journal of operational research : EJOR
2
HKIMR working paper
2
Journal of risk
2
Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft
2
The journal of fixed income
2
Center of Finance dissertation series
1
Diskussionsbeitrag
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
Gabler Edition Wissenschaft
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of the Operational Research Society : OR
1
Pacific-Basin finance journal
1
Review of derivatives research
1
The Basel II risk parameters : estimation, validation, and stress testing : with 58 tables
1
The journal of futures markets
1
The journal of risk model validation
1
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ECONIS (ZBW)
29
EconStor
1
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1
Correlated default and parameter risk
Schmelzle, Martin
-
2018
Persistent link: https://www.econbiz.de/10012167010
Saved in:
2
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:
3
The role of loan portfolio losses and bank capital for Asian financial system resilience
Rösch, Daniel
;
Scheule, Harald
-
2018
Persistent link: https://www.econbiz.de/10012201906
Saved in:
4
A shrinkage approach for Sharpe ratio optimal portfolios with estimation risks
Kircher, Felix
;
Rösch, Daniel
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013256632
Saved in:
5
Parameter estimation, bias correction and uncertainty quantification in the Vasicek credit portfolio model
Pfeuffer, Marius
;
Nagl, Maximilian
;
Fischer, Matthias
; …
- In:
Journal of risk
22
(
2019/2020
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012297503
Saved in:
6
Hedging parameter risk
Claußen, Arndt
;
Rösch, Daniel
;
Schmelzle, Martin
- In:
Journal of banking & finance
100
(
2019
),
pp. 111-121
Persistent link: https://www.econbiz.de/10012162464
Saved in:
7
The role of model risk in extreme value theory for capital adequacy
Kellner, Ralf
;
Rösch, Daniel
;
Scheule, Harald
- In:
Journal of risk
18
(
2016
)
6
,
pp. 39-70
Persistent link: https://www.econbiz.de/10011620651
Saved in:
8
Quantifying market risk with Value-at-Risk or Expected Shortfall? : consequences for capital requirements and model risk
Kellner, Ralf
;
Rösch, Daniel
- In:
Journal of economic dynamics & control
68
(
2016
),
pp. 45-63
Persistent link: https://www.econbiz.de/10011708407
Saved in:
9
Resolution of defaulted loan contracts : an empirical analysis of default resolution time and loss given default
Betz, Jennifer
-
2018
Persistent link: https://www.econbiz.de/10012198130
Saved in:
10
The empirical relation between credit quality, recovery, and correlation
Rösch, Daniel
;
Scheule, Harald
-
2009
Persistent link: https://www.econbiz.de/10003975032
Saved in:
1
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