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:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~person:"Frei, Christoph"
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
Worst-Case Analysen des Ausfal...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Credit risk
2
Kreditrisiko
2
Autocorrelation
1
Autokorrelation
1
Capital income
1
Correlation
1
Credit derivative
1
Estimation theory
1
Kapitaleinkommen
1
Korrelation
1
Kreditderivat
1
Method of moments
1
Momentenmethode
1
Portfolio selection
1
Portfolio-Management
1
Schätztheorie
1
Systemic risk
1
Systemrisiko
1
Theorie
1
Theory
1
autocorrelation
1
bias correction
1
credit default swaps
1
credit risk
1
iterative calibration
1
latent asset return correlation
1
method of moments (MoM)
1
optimal investment
1
portfolio monitoring
1
systemic risk
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Frei, Christoph
Altman, Edward I.
4
Monfort, Alain
3
Westerfeld, Simone
3
Zhang, Yan
3
Zhao, Xinlei
3
Andersen, Leif B. G.
2
Bhat, Gauri
2
Bonsall, Samuel B., IV
2
Breeden, Joseph L.
2
Canals-Cerdá, José J.
2
Capponi, Agostino
2
Charlin, Ventura
2
Chava, Sudheer
2
Chehrazi, Naveed
2
Chen, Heng Z.
2
Chi, Guotai
2
Christoffersen, Peter F.
2
Cifuentes, Arturo
2
Danis, András
2
Elkamhi, Redouane
2
Farinelli, Simone
2
Fischer, Matthias
2
Frye, Jon
2
Gamba, Andrea
2
Giesecke, Kay
2
Glennon, Dennis C.
2
Gouriéroux, Christian
2
Jacobs, Kris
2
Jakob, Kevin
2
Kiefer, Nicholas Maximilian
2
Larson, C. Erik
2
Löderbusch, Matthias
2
Lütkebohmert-Holtz, Eva
2
Maciag, Jakob
2
Morkoetter, Stefan
2
Poon, Ser-Huang
2
Pykhtin, Michael
2
Qi, Min
2
Renne, Jean-Paul
2
more ...
less ...
Published in...
All
Management science : journal of the Institute for Operations Research and the Management Sciences
The journal of credit risk : published quarterly by Incisive Media
Risks : open access journal
2
FEDS Working Paper
1
Finance and economics discussion series
1
Journal of financial and quantitative analysis : JFQA
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Moment estimators for autocorrelated time series and their application to default correlations
Frei, Christoph
;
Wunsch, Marcus
- In:
The journal of credit risk : published quarterly by …
14
(
2018
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011885453
Saved in:
2
Systemic influences on optimal equity-credit investment
Capponi, Agostino
;
Frei, Christoph
- In:
Management science : journal of the Institute for …
63
(
2017
)
8
,
pp. 2756-2771
Persistent link: https://www.econbiz.de/10011741445
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
