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~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Journal of banking & finance"
~subject:"Portfolio selection"
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Portfolio selection
Credit risk
267
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Bank lending
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Lee, Yong Woong
2
Rösch, Daniel
2
Scheule, Harald
2
Tang, Qihe
2
Yang, Yang
2
Abinzano, Isabel
1
Alexander, Carol
1
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European journal of operational research : EJOR
Journal of banking & finance
SpringerLink / Bücher
19
The journal of credit risk : published quarterly by Incisive Media
15
Insurance / Mathematics & economics
12
Journal of financial stability
12
International review of financial analysis
10
Finance research letters
9
Journal of risk
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
The journal of risk model validation
8
International journal of theoretical and applied finance
7
Journal of international financial markets, institutions & money
7
International journal of financial engineering
6
International review of economics & finance : IREF
6
The European journal of finance
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Springer eBook Collection
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Economics letters
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Die Bank
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Pacific-Basin finance journal
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Review of finance : journal of the European Finance Association
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Review of quantitative finance and accounting
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of corporate finance : contracting, governance and organization
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The journal of financial market infrastructures
3
The journal of fixed income : JFI
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Working paper / National Bureau of Economic Research, Inc.
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Accounting and finance : journal of the Accounting Association of Australia and New Zealand
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Advances in Pacific Basin business, economics, and finance
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1
Delta hedging and volatility-price elasticity : a two-step approach
Xia, Kun
;
Yang, Xuewei
;
Zhu, Peng
- In:
Journal of banking & finance
153
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014490307
Saved in:
2
An investigation of model risk in a market with jumps and stochastic volatility
Coqueret, Guillaume
- In:
European journal of operational research : EJOR
253
(
2016
)
3
,
pp. 648-658
Persistent link: https://www.econbiz.de/10011493990
Saved in:
3
Model risk in the over-the-counter market
Lazar, Emese
;
Qi, Shuyuan
- In:
European journal of operational research : EJOR
298
(
2022
)
2
,
pp. 769-784
Persistent link: https://www.econbiz.de/10013206897
Saved in:
4
How does the market variance risk premium vary over time? : evidence from S&P 500 variance
swap
investment returns
Konstantinidi, Eirini
;
Skiadopoulos, George
- In:
Journal of banking & finance
62
(
2016
),
pp. 62-75
Persistent link: https://www.econbiz.de/10011634054
Saved in:
5
Pricing of variance
swap
rates and investment decisions of variance swaps : evidence from a three-factor model
Hong, Yi
;
Jin, Xing
- In:
European journal of operational research : EJOR
303
(
2022
)
2
,
pp. 975-985
Persistent link: https://www.econbiz.de/10013364052
Saved in:
6
Hedging with automatic liquidation and leverage selection on bitcoin futures
Alexander, Carol
;
Deng, Jun
;
Zou, Bin
- In:
European journal of operational research : EJOR
306
(
2023
)
1
,
pp. 478-493
Persistent link: https://www.econbiz.de/10014278033
Saved in:
7
Accuracy of mortgage portfolio risk forecasts during financial crises
Lee, Yong Woong
;
Rösch, Daniel
;
Scheule, Harald
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 440-456
Persistent link: https://www.econbiz.de/10011436707
Saved in:
8
A new approach to assessing model risk in high dimensions
Bernard, Carole
;
Vanduffel, Steven
- In:
Journal of banking & finance
58
(
2015
),
pp. 166-178
Persistent link: https://www.econbiz.de/10011543968
Saved in:
9
Modelling credit grade migration in large portfolios using cumulative t-link transition models
Forster, Jonathan J.
;
Buzzacchi, Matteo
;
Sudjianto, Agus
; …
- In:
European journal of operational research : EJOR
254
(
2016
)
3
,
pp. 977-984
Persistent link: https://www.econbiz.de/10011521936
Saved in:
10
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
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