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Journal of risk
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Information systems research : ISR
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Modeling loss given default regressions
Li, Phillip
;
Zhang, Xiaofei
;
Zhao, Xinlei
- In:
Journal of risk
23
(
2020/2021
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012500067
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2
Cashflow replication with mismatch constraints
Chen, Wei
;
Skoglund, Jimmy
- In:
Journal of risk
14
(
2011/12
)
4
,
pp. 115-128
Persistent link: https://www.econbiz.de/10009571588
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3
Optimal hedging of funding liquidity risk
Chen, Wei
;
Skoglund, Jimmy
- In:
Journal of risk
16
(
2013/2014
)
3
,
pp. 85-111
Persistent link: https://www.econbiz.de/10013262925
Saved in:
4
Cashflow replication with mismatch constraints
Chen, Wei
;
Skoglund, Jimmy
- In:
Journal of risk
14
(
2012
)
4
,
pp. 115-115
Persistent link: https://www.econbiz.de/10009993883
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