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Sharp asymptotics for large portfolio losses under extreme risks
Tang, Qihe; Tang, Zhaofeng; Yang, Yang - In: European journal of operational research : EJOR 276 (2019) 2, pp. 710-722
Persistent link: https://www.econbiz.de/10012003644
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Risk analysis with contractual default : does covenant breach matter?
Borgonovo, Emanuele; Gatti, Stefano - In: European journal of operational research : EJOR 230 (2013) 2, pp. 431-443
Persistent link: https://www.econbiz.de/10009771822
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The profitability of online loans : a competing risks analysis on default and prepayment
Li, Zhiyong; Li, Aimin; Bellotti, Anthony; Yao, Xiao - In: European journal of operational research : EJOR 306 (2023) 2, pp. 968-985
Persistent link: https://www.econbiz.de/10014279674
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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
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The effects of asset liquidity on dynamic sell-out and bankruptcy decisions
Nishihara, Michi; Shibata, Takashi - In: European journal of operational research : EJOR 288 (2021) 3, pp. 1017-1035
Persistent link: https://www.econbiz.de/10012387452
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On bankruptcy information systems
O'Leary, Daniel E. - In: European journal of operational research : EJOR 56 (1992) 1, pp. 67-79
Persistent link: https://www.econbiz.de/10001124100
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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
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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
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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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A two-stage classification technique for bankruptcy prediction
Jardin, Philippe du - In: European journal of operational research : EJOR 254 (2016) 1, pp. 236-252
Persistent link: https://www.econbiz.de/10011503292