Narrow search
Showing 1 - 10 of 93,313
Cover Image
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
Cover Image
Kreditportfoliomodellierung : Abhängigkeiten zwischen Ausfallwahrscheinlichkeit, Verlustrate und Forderungshöhe
Eckert, Johanna - 2016 - 1. Aufl. 2016
Modellierung der Abhängigkeiten zwischen Ausfall, Verlustrate und Forderungshöhe bei Ausfall mit Faktoren und Copulae -- Multivariate Erweiterung des Heckman-Schätzers, um der Stichprobenselektion seitens der Verlustrate und der Forderungshöhe gerecht zu werden -- Empirische Befunde zur...
Persistent link: https://www.econbiz.de/10014018364
Cover Image
Risk Management in Credit Portfolios : Concentration Risk and Basel II
Hibbeln, Martin - 2010
Credit Risk Measurement in the Context of Basel II -- Concentration Risk in Credit Portfolios and Its Treatment Under … Basel II -- Model-Based Measurement of Name Concentration Risk in Credit Portfolios -- Model-Based Measurement of Sector … Concentration Risk in Credit Portfolios -- Conclusion …
Persistent link: https://www.econbiz.de/10013522876
Cover Image
Kreditportfoliomodellierung : Abhängigkeiten zwischen Ausfallwahrscheinlichkeit, Verlustrate und Forderungshöhe
Eckert, Johanna - 2016 - 1. Aufl. 2016
Persistent link: https://www.econbiz.de/10011411449
Cover Image
Financing and investment strategies under creditor-maximized liquidation
Shibata, Takashi; Nishihara, Michi - In: International journal of theoretical and applied finance 24 (2021) 3, pp. 1-30
Persistent link: https://www.econbiz.de/10012652635
Cover Image
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
Cover Image
Optimal credit investment with borrowing costs
Bo, Lijun; Capponi, Agostino - In: Mathematics of operations research 42 (2017) 2, pp. 546-575
Persistent link: https://www.econbiz.de/10011684545
Cover Image
Mean-variance analysis of wholesale price contracts with a capital-constrained retailer : trade credit financing vs. bank credit financing
Yang, Honglin; Zhuo, Wenyan; Shao, Lusheng; Talluri, … - In: European journal of operational research : EJOR 294 (2021) 2, pp. 525-542
Persistent link: https://www.econbiz.de/10012595877
Cover Image
Optimal intertemporal liquidation of institutional investors with cash requirements and viable loans
Lee, Dongyeol; Kim, Woo Chang - In: The European journal of finance 30 (2024) 6, pp. 618-641
Persistent link: https://www.econbiz.de/10014547977
Cover Image
The impacts of interest rates on banks' loan portfolio risk-taking
Adão, Luiz F. S.; Silveira, Douglas; Ely, Regis Augusto; … - In: Journal of economic dynamics & control 144 (2022), pp. 1-23
Persistent link: https://www.econbiz.de/10013543114