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A multistage linear stochastic programming model for optimal corporate debt management
Valladão, Davi M.; Veiga, Alvaro; Veiga, Geraldo - In: European journal of operational research : EJOR 237 (2014) 1, pp. 303-311
Persistent link: https://www.econbiz.de/10010378601
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Take it to the limit: Innovative CVaR applications to extreme credit risk measurement
Allen, David E.; Powell, R. J.; Singh, Abhay Kumar - In: European journal of operational research : EJOR 249 (2016) 2, pp. 465-475
Persistent link: https://www.econbiz.de/10011436713
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Mitigating contagion risk by investing in the safety of rivals
Azimian, Alireza; Kilgour, D. Marc; Noori, Hamid - In: European journal of operational research : EJOR 254 (2016) 3, pp. 935-945
Persistent link: https://www.econbiz.de/10011521895
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Identifying future defaulters : a hierarchical Bayesian method
Liu, Fan; Hua, Zhongsheng; Lim, Andrew - In: European journal of operational research : EJOR 241 (2015) 1, pp. 202-211
Persistent link: https://www.econbiz.de/10010486875
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Impact of compensation structure and managerial incentives on bank risk taking
Francis, Bill B.; Gupta, Aparna; Hasan, Iftekhar - In: European journal of operational research : EJOR 242 (2015) 2, pp. 651-676
Persistent link: https://www.econbiz.de/10010491635
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Loss given default decomposition using mixture distributions of in-default events
Starosta, Wojciech - In: European journal of operational research : EJOR 292 (2021) 3, pp. 1187-1199
Persistent link: https://www.econbiz.de/10012502433
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Bank-sourced credit transition matrices : estimation and characteristics
Stepankova, Barbora - In: European journal of operational research : EJOR 288 (2021) 3, pp. 992-1005
Persistent link: https://www.econbiz.de/10012387447
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Systematic effects among loss given defaults and their Implications on downturn estimation
Betz, Jennifer; Kellner, Ralf; Rösch, Daniel - In: European journal of operational research : EJOR 271 (2018) 3, pp. 1113-1144
Persistent link: https://www.econbiz.de/10011903289
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Capital allocation à la Aumann-Shapley for non-differentiable risk measures
Centrone, Francesca; Rosazza Gianin, Emanuela - In: European journal of operational research : EJOR 267 (2018) 2, pp. 667-675
Persistent link: https://www.econbiz.de/10011812548
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Enhancing two-stage modelling methodology for loss given default with support vector machines
Yao, Xiao; Crook, Jonathan N.; Andreeva, Galina - In: European journal of operational research : EJOR 263 (2017) 2, pp. 679-689
Persistent link: https://www.econbiz.de/10011794025