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~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~subject:"Portfolio selection"
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Portfolio selection
Credit risk
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Löderbusch, Matthias
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European journal of operational research : EJOR
The journal of credit risk : published quarterly by Incisive Media
SpringerLink / Bücher
19
Journal of banking & finance
18
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
6
Quantitative finance
5
Springer eBook Collection
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Economics letters
4
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Springer Texts in Business and Economics
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3
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3
Finance and stochastics
3
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3
Managerial finance
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Mathematics of operations research
3
Pacific-Basin finance journal
3
Review of finance : journal of the European Finance Association
3
Review of quantitative finance and accounting
3
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
3
The journal of financial market infrastructures
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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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ECONIS (ZBW)
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1
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:
2
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
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3
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:
4
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:
5
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:
6
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:
7
An interpretable Comprehensive Capital Analysis and Review (CCAR) neural network model for portfolio loss forecasting and stress testing
Chen, Heng Z.
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
3
,
pp. 141-161
Persistent link: https://www.econbiz.de/10012816950
Saved in:
8
Elliptical and archimedean copula models : an application to the price estimation of portfolio credit derivatives
Umeorah, Nneka
;
Mashele, Phillip
;
Ehrhardt, Matthias
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012519958
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9
Evolutionary behaviors regarding pricing and payment-convenience strategies with uncertain risk
Johari, Maryam
;
Hosseini-Motlagh, Seyyed-Mahdi
- In:
European journal of operational research : EJOR
297
(
2022
)
2
,
pp. 600-614
Persistent link: https://www.econbiz.de/10013259797
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10
From incurred loss to current expected credit loss : a forensic analysis of the allowance for loan losses in unconditionally cancelable credit card portfolios
Canals-Cerdá, José J.
- In:
The journal of credit risk : published quarterly by …
16
(
2020
)
4
,
pp. 43-83
Persistent link: https://www.econbiz.de/10012494772
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