//--> //--> //-->
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
~subject:"Portfolio-Management"
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:"Default Correlations"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio-Management
Korrelation
41
Default Correlations
38
Kreditrisiko
13
Portfoliomanagement
7
portfolio management
6
Basel II
5
Basler Eigenkapitalvereinbarung <2001>
5
Diversifikation
5
Default correlations
4
Diversification gains
4
Portfolio Selection
4
Copulas
3
Correlation
3
Credit portfolio management
3
Credit risk
3
Credit risk models
3
Konjunktur
3
Kopula <Mathematik>
3
Macroeconomic risk
3
Pricing of loans
3
Risikomanagement
3
Theorie
3
Volatilität
3
Ertrag
2
Estimation risk
2
Optionspreistheorie
2
Portfolio selection
2
Regulierung
2
Stochastik
2
Theory
2
Varianzanalyse
2
default correlations
2
risk management
2
Änderungsrisiko
2
Aktienanleihe
1
Aktienrendite
1
Allokation
1
Analysis of variance
1
Anomalie
1
more ...
less ...
Online availability
All
Free
2
Undetermined
1
Type of publication
All
Book / Working Paper
2
Article
1
Type of publication (narrower categories)
All
Working Paper
2
Arbeitspapier
1
Article in journal
1
Aufsatz in Zeitschrift
1
Graue Literatur
1
Non-commercial literature
1
Language
All
English
3
Author
All
Gersbach, Hans
2
Erlenmaier, Ulrich
1
Tourin, Agnès
1
Published in...
All
International journal of bonds and derivatives
1
Research Notes
1
Research notes in economics & statistics
1
Source
All
ECONIS (ZBW)
2
EconStor
1
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Measuring the diversification of a loan portfolio
Tourin, Agnès
- In:
International journal of bonds and derivatives
4
(
2020
)
2
,
pp. 104-113
Persistent link: https://www.econbiz.de/10012505156
Saved in:
2
Default probabilities and
default
correlations
Erlenmaier, Ulrich
;
Gersbach, Hans
-
2001
between
default
correlations
. We show that loans with higher default probabilities will not only have higher variances but …
Persistent link: https://www.econbiz.de/10010301737
Saved in:
3
Default probabilities and
default
correlations
Gersbach, Hans
-
2001
-
First Version: April 2000, This Version: October 2001
between
default
correlations
. We show that loans with higher default probabilities will not only have higher variances but …
Persistent link: https://www.econbiz.de/10010503718
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->