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~isPartOf:"European journal of operational research : EJOR"
~subject:"Mortgage"
~subject:"Portfolio selection"
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Mortgage
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Credit risk
67
Kreditrisiko
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21
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Scheule, Harald
3
Rösch, Daniel
2
Tang, Qihe
2
Yang, Yang
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Alexander, Carol
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European journal of operational research : EJOR
The journal of real estate finance and economics
40
Journal of banking & finance
37
The journal of credit risk : published quarterly by Incisive Media
23
SpringerLink / Bücher
20
Finance research letters
16
Journal of financial stability
16
Management science : journal of the Institute for Operations Research and the Management Sciences
14
The journal of structured finance
13
Discussion papers / CEPR
12
Insurance / Mathematics & economics
12
Working paper / National Bureau of Economic Research, Inc.
12
Journal of housing economics
11
International review of economics & finance : IREF
10
International review of financial analysis
10
Journal of real estate research : JRER ; a publication of the American Real Estate Society
10
The journal of risk model validation
10
Journal of risk
9
International journal of theoretical and applied finance
8
Journal of financial intermediation
8
Real estate economics
8
Review of finance : journal of the European Finance Association
8
Discussion paper / Centre for Economic Policy Research
7
Economic modelling
7
Journal of financial economics
7
Journal of financial services research : JFSR
7
Journal of international financial markets, institutions & money
7
Journal of monetary economics
7
The European journal of finance
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Economics letters
6
International journal of financial engineering
6
Journal of economic dynamics & control
6
Quantitative finance
6
Springer eBook Collection
6
Journal of urban economics
5
Regional science & urban economics
5
Review of quantitative finance and accounting
5
The North American journal of economics and finance : a journal of financial economics studies
5
The review of financial studies
5
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ECONIS (ZBW)
19
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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
Saved in:
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
An empirical comparison of classification algorithms for mortgage default prediction : evidence from a distressed mortgage market
Fitzpatrick, Trevor
;
Mues, Christophe
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 427-439
Persistent link: https://www.econbiz.de/10011436704
Saved in:
6
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:
7
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:
8
Benchmarking forecast approaches for mortgage credit risk for forward periods
Luong, Thi Mai
;
Scheule, Harald
- In:
European journal of operational research : EJOR
299
(
2022
)
2
,
pp. 750-767
Persistent link: https://www.econbiz.de/10013207168
Saved in:
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
Saved in:
10
Large portfolio losses in a turbulent market
Tang, Qihe
;
Tong, Zhiwei
;
Yang, Yang
- In:
European journal of operational research : EJOR
292
(
2021
)
2
,
pp. 755-769
Persistent link: https://www.econbiz.de/10012502397
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