Narrow search
Showing 1 - 10 of 21
Cover Image
Forecasting corporate defaults in the German stock market
Mertens, Richard Lennart; Poddig, Thorsten; Fieberg, … - In: Journal of risk 20 (2017/2018) 6, pp. 29-54
Persistent link: https://www.econbiz.de/10011962407
Cover Image
Australian government balance sheet management
Au-Yeung, Wilson; McDonald, Jason; Sayegh, Amanda - 2006
Persistent link: https://www.econbiz.de/10003342059
Cover Image
Implication of alternative operational risk modeling techniques
Fontnouvelle, Patrick de; Jordan, John; Rosengren, Eric S. - 2005
Persistent link: https://www.econbiz.de/10002597706
Cover Image
Corporate governance and risk management at unprotected banks : national banks in the 1890s
Calomiris, Charles W.; Carlson, Mark - 2014
Persistent link: https://www.econbiz.de/10010239336
Cover Image
Improved estimation methods for value-at-risk, expected shortfall and risk contributions with high precision
Muromachi, Yukio - In: Journal of risk 17 (2014/2015) 5, pp. 1-27
Persistent link: https://www.econbiz.de/10011438902
Cover Image
How management risk affects corporate debt
Pan, Yihui; Wang, Tracy Yue; Weisbach, Michael S. - 2016
Persistent link: https://www.econbiz.de/10011457107
Cover Image
Financial dampening
Wieland, Johannes; Yang, Mu-Jeung - 2016
Persistent link: https://www.econbiz.de/10011460484
Cover Image
Practical volatility and correlation modeling for financial market risk management
Andersen, Torben; Bollerslev, Tim; Christoffersen, Peter F. - 2005
Persistent link: https://www.econbiz.de/10002569521
Cover Image
CAViaR : conditional value at risk by quantile regression
Engle, Robert F.; Manganelli, Simone - 1999
Persistent link: https://www.econbiz.de/10001415135
Cover Image
Factor-risk-constrained mean-variance portfolio selection : formulation and global optimization solution approach
Zhu, Shushang; Cui, Xueting; Sun, Xiaoling; Li, Duan - In: Journal of risk 14 (2011/12) 2, pp. 51-89
Persistent link: https://www.econbiz.de/10009422361