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Evaluating corporate bonds with complicated liability structures and bond provisions
Wang, Chuan-ju; Dai, Tian-shyr; Lyuu, Yuh-dauh - In: European journal of operational research : EJOR 237 (2014) 2, pp. 749-757
Persistent link: https://www.econbiz.de/10010379934
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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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Predicting loss severities for residential mortgage loans : a three-step selection approach
Do, Hung Xuan; Rösch, Daniel; Scheule, Harald - In: European journal of operational research : EJOR 270 (2018) 1, pp. 246-259
Persistent link: https://www.econbiz.de/10011869001
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Integrated bank risk modeling : a bottom-up statistical framework
Bellini, Tiziano - In: European journal of operational research : EJOR 230 (2013) 2, pp. 385-398
Persistent link: https://www.econbiz.de/10009771828
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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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Decomposing banking performance into economic and credit risk efficiencies
Boussemart, Jean-Philippe; Leleu, Hervé; Shen, Zhiyang; … - In: European journal of operational research : EJOR 277 (2019) 2, pp. 719-726
Persistent link: https://www.econbiz.de/10012022125
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Robust and sparse banking network estimation
Torri, Gabriele; Giacometti, Rosella; Paterlini, Sandra - In: European journal of operational research : EJOR 270 (2018) 1, pp. 51-65
Persistent link: https://www.econbiz.de/10011868914
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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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Parameters measuring bank risk and their estimation
Tsionas, Efthymios G. - In: European journal of operational research : EJOR 250 (2016) 1, pp. 291-304
Persistent link: https://www.econbiz.de/10011441404
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Controlling for the use of extreme weights in bank efficiency assessments during the financial crisis
Asmild, Mette; Zhu, Minyan - In: European journal of operational research : EJOR 251 (2016) 3, pp. 999-1015
Persistent link: https://www.econbiz.de/10011449077