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~isPartOf:"European journal of operational research : EJOR"
~subject:"Credit risk"
~subject:"Portfolio selection"
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Credit risk
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Kreditrisiko
67
Theorie
32
Theory
32
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21
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21
Credit rating
20
Kreditwürdigkeit
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Crook, Jonathan N.
6
Mues, Christophe
5
Andreeva, Galina
4
Calabrese, Raffaella
3
Rösch, Daniel
3
Scheule, Harald
3
Bravo, Cristián
2
Djeundje, Viani Biatat
2
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2
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2
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2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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European journal of operational research : EJOR
Journal of banking & finance
202
Finance research letters
176
Journal of financial stability
118
Discussion papers / CEPR
108
Discussion paper / Centre for Economic Policy Research
85
International review of economics & finance : IREF
79
The journal of credit risk : published quarterly by Incisive Media
79
Journal of financial economics
77
International review of financial analysis
73
The journal of corporate finance : contracting, governance and organization
67
Journal of international financial markets, institutions & money
66
Research in international business and finance
65
SpringerLink / Bücher
64
Economic modelling
62
Management science : journal of the Institute for Operations Research and the Management Sciences
62
Working paper / National Bureau of Economic Research, Inc.
59
Review of quantitative finance and accounting
57
The North American journal of economics and finance : a journal of financial economics studies
57
Applied economics
52
Pacific-Basin finance journal
52
The European journal of finance
46
Applied economics letters
45
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
45
Journal of financial intermediation
44
Journal of international money and finance
44
The journal of real estate finance and economics
42
The journal of risk model validation
42
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
37
Economics letters
34
Review of finance : journal of the European Finance Association
34
Journal of economic dynamics & control
33
Journal of empirical finance
33
International journal of finance & economics : IJFE
31
Quantitative finance
30
The journal of financial market infrastructures
29
International journal of theoretical and applied finance
27
Journal of monetary economics
27
Journal of risk
27
The accounting review : a publication of the American Accounting Association
27
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ECONIS (ZBW)
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1
Market risk management in a post-Basel II regulatory environment
Drenovak, Mikica
;
Ranković, Vladimir
;
Ivanković, Miloš
; …
- In:
European journal of operational research : EJOR
257
(
2017
)
3
,
pp. 1030-1044
Persistent link: https://www.econbiz.de/10011641392
Saved in:
2
A defaultable HJM modelling of the Libor rate for pricing Basis Swaps after the credit crunch
Fanelli, Viviana
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 238-244
Persistent link: https://www.econbiz.de/10011435817
Saved in:
3
Liquidity tail risk and credit default
swap
spreads
Irresberger, Felix
;
Weiß, Gregor
;
Gabrysch, Janet
; …
- In:
European journal of operational research : EJOR
269
(
2018
)
3
,
pp. 1137-1153
Persistent link: https://www.econbiz.de/10011866884
Saved in:
4
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:
5
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:
6
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:
7
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:
8
Default probability estimation via pair copula constructions
Dalla Valle, Luciana
;
De Giuli, Maria Elena
;
Tarantola, …
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 298-311
Persistent link: https://www.econbiz.de/10011435851
Saved in:
9
"Time-to-profit scorecards for revolving credit"
Sanchez-Barrios, Luis Javier
;
Andreeva, Galina
;
Ansell, Jake
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 397-406
Persistent link: https://www.econbiz.de/10011436686
Saved in:
10
Instance-based credit risk assessment for investment decisions in P2P lending
Guo, Yanhong
;
Zhou, Wenjun
;
Luo, Chunyu
;
Liu, Chuanren
; …
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 417-426
Persistent link: https://www.econbiz.de/10011436697
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