//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Finance research letters"
~isPartOf:"Review of quantitative finance and accounting"
~subject:"Bank lending"
~subject:"Risikomaß"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Dynamic Allocation of Treasury...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Bank lending
Risikomaß
Portfolio selection
573
Portfolio-Management
573
Credit risk
272
Kreditrisiko
272
Theorie
260
Theory
260
Capital income
178
Kapitaleinkommen
178
Risk
121
Risiko
114
Anlageverhalten
101
Behavioural finance
101
Estimation
84
Schätzung
84
CAPM
79
Börsenkurs
77
Share price
77
Welt
74
World
74
Kreditgeschäft
73
Risikomanagement
73
Risk management
73
Aktienmarkt
65
Stock market
65
Volatility
65
Volatilität
64
Risk measure
60
Investment Fund
56
Investmentfonds
56
Forecasting model
52
Insolvency
52
Insolvenz
52
Prognoseverfahren
52
Risikoprämie
52
Risk premium
52
Virtual currency
51
Virtuelle Währung
51
Bank
49
more ...
less ...
Online availability
All
Undetermined
113
Free
5
Type of publication
All
Article
132
Type of publication (narrower categories)
All
Article in journal
132
Aufsatz in Zeitschrift
132
Language
All
English
132
Author
All
Jin, Justin Y.
3
Bouri, Elie
2
Capelli, Paolo
2
Ielasi, Federica
2
Lee, Cheng F.
2
Liu, Suyi
2
Lu, Chiuling
2
Lönnbark, Carl
2
Nainar, Khalid
2
Righi, Marcelo Brutti
2
Russo, Angeloantonio
2
Shi, Baofeng
2
Yi, Ha-Chin
2
Acereda, Beatriz
1
Adegbite, Emmanuel
1
Agyei-Boapeah, Henry
1
Ahmed, Ammad
1
Alessi, Matteo
1
Anghel, Dan Gabriel
1
Ardakani, Omid M.
1
Arena, Matteo P.
1
Aw, Grace
1
Aydin, Nezir
1
Baals, Lennart John
1
Bae, Sung-chul
1
Bagntasarian, Anachit
1
Bakoush, Mohamed
1
Bancel, Franck
1
Barthman, Gabriel
1
Baviera, Roberto
1
Belbachir, Mohammadine
1
Belhajjam, Abdellah
1
Beltrame, Federico
1
Bertomeu, Jeremy
1
Betz, Jennifer
1
Birge, John R.
1
Black, Lamont K.
1
Bodnar, Taras
1
Borenstein, Denis
1
Boudreault, Mathieu
1
more ...
less ...
Published in...
All
Finance research letters
Review of quantitative finance and accounting
Journal of banking & finance
198
Insurance / Mathematics & economics
108
European journal of operational research : EJOR
75
International review of financial analysis
64
Journal of risk
61
Risks : open access journal
58
Economic modelling
57
Journal of financial stability
53
Working paper series / European Central Bank
48
Research in international business and finance
47
Applied economics
45
Research paper series / Swiss Finance Institute
44
Discussion paper / Tinbergen Institute
43
Discussion papers / CEPR
42
The North American journal of economics and finance : a journal of financial economics studies
42
Quantitative finance
41
The journal of credit risk : published quarterly by Incisive Media
39
Journal of financial economics
38
International review of economics & finance : IREF
37
Journal of international financial markets, institutions & money
37
Journal of financial intermediation
35
Finance and economics discussion series
34
Journal of risk and financial management : JRFM
34
The European journal of finance
34
Discussion paper
33
The journal of risk model validation
32
Applied economics letters
31
Journal of risk management in financial institutions
31
Working paper
30
Journal of economic dynamics & control
29
Journal of empirical finance
28
The journal of corporate finance : contracting, governance and organization
28
Working papers / Bank for International Settlements
28
International journal of theoretical and applied finance
27
NBER working paper series
27
Management science : journal of the Institute for Operations Research and the Management Sciences
26
Pacific-Basin finance journal
26
Risiko-Manager
25
more ...
less ...
Source
All
ECONIS (ZBW)
132
Showing
1
-
10
of
132
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Determining the economic value of ambiguous loan portfolios
Parnes, Dror
- In:
Finance research letters
13
(
2015
),
pp. 148-154
Persistent link: https://www.econbiz.de/10011552459
Saved in:
2
Contagion effect on bond portfolio risk measures in a hybrid credit risk model
Boudreault, Mathieu
;
Gauthier, Geneviève
;
Thomassin, Tommy
- In:
Finance research letters
11
(
2014
)
2
,
pp. 131-139
Persistent link: https://www.econbiz.de/10010441202
Saved in:
3
Asymmetric asset correlation in credit portfolios
Cho, Yongbok
;
Lee, Yong Woong
- In:
Finance research letters
49
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013478636
Saved in:
4
The measure of model risk in credit capital requirements
Baviera, Roberto
- In:
Finance research letters
44
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014494868
Saved in:
5
Value at Risk and Expected Shortfall for large portfolios
Lönnbark, Carl
;
Holmberg, Ulf
;
Brännäs, Kurt
- In:
Finance research letters
8
(
2011
)
2
,
pp. 59-68
Persistent link: https://www.econbiz.de/10009301309
Saved in:
6
Portfolio revision under mean-variance and mean-CVaR with transaction costs
Chen, Andrew H.
;
Fabozzi, Frank J.
;
Huang, Dashan
- In:
Review of quantitative finance and accounting
39
(
2012
)
4
,
pp. 509-526
Persistent link: https://www.econbiz.de/10009690387
Saved in:
7
Returns transmission, value at risk, and diversification benefits in international REITs : evidence from the financial crisis
Lu, Chiuling
;
Tse, Yiuman
;
Williams, Michael
- In:
Review of quantitative finance and accounting
40
(
2013
)
2
,
pp. 293-318
Persistent link: https://www.econbiz.de/10009708114
Saved in:
8
Conditional Sharpe ratios
Chow, Victor K.
;
Lai, Christine W.
- In:
Finance research letters
12
(
2015
),
pp. 117-133
Persistent link: https://www.econbiz.de/10011552289
Saved in:
9
Tail risk in pension funds : an analysis using ARCH models and bilinear processes
Owadally, Iqbal
- In:
Review of quantitative finance and accounting
43
(
2014
)
2
,
pp. 301-331
Persistent link: https://www.econbiz.de/10010490407
Saved in:
10
Alternative statistical distributions for estimating value-at-risk : theory and evidence
Lee, Cheng F.
;
Su, Jung-bin
- In:
Review of quantitative finance and accounting
39
(
2012
)
3
,
pp. 309-331
Persistent link: https://www.econbiz.de/10009673712
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->