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~isPartOf:"European journal of operational research : EJOR"
~subject:"Portfolio selection"
~subject:"Prognoseverfahren"
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Portfolio selection
Prognoseverfahren
Credit risk
67
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Crook, Jonathan N.
3
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European journal of operational research : EJOR
Journal of banking & finance
29
The journal of credit risk : published quarterly by Incisive Media
26
SpringerLink / Bücher
20
Finance research letters
17
The journal of risk model validation
17
International review of financial analysis
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13
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Journal of financial stability
12
Management science : journal of the Institute for Operations Research and the Management Sciences
12
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10
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10
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8
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8
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8
International review of economics & finance : IREF
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Pacific-Basin finance journal
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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4
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Review of finance : journal of the European Finance Association
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Springer Texts in Business and Economics
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4
The journal of corporate finance : contracting, governance and organization
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Die Bank
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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
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
A new mixture model for the estimation of credit card exposure at default
Leow, Mindy
;
Crook, Jonathan N.
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 487-497
Persistent link: https://www.econbiz.de/10011436718
Saved in:
8
A comparative analysis of the UK and Italian small businesses using generalised extreme value models
Andreeva, Galina
;
Calabrese, Raffaella
;
Osmetti, Silvia …
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 506-516
Persistent link: https://www.econbiz.de/10011436723
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
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
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