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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~person:"Capponi, Agostino"
~person:"Fabozzi, Frank J."
~person:"Jarrow, Robert A."
~person:"Mayordomo, Sergio"
~subject:"Derivative"
~subject:"Kreditsicherung"
~subject:"Risk measure"
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Credit risk
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Capponi, Agostino
Fabozzi, Frank J.
Jarrow, Robert A.
Mayordomo, Sergio
Aramonte, Sirio
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Management science : journal of the Institute for Operations Research and the Management Sciences
The Frank J. Fabozzi series
4
Journal of empirical finance
3
Financial markets and instruments
2
International journal of theoretical and applied finance
2
Journal / The Capco Institute : journal of financial transformation
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Journal of banking & finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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European financial management : the journal of the European Financial Management Association
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International review of economics & finance : IREF
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Johnson School Research Paper Series
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Journal of economic dynamics & control
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Journal of financial engineering
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Journal of financial intermediation
1
Journal of financial services research : JFSR
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Journal of international financial markets, institutions & money
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Journal of monetary economics
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Journal of risk management in financial institutions
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Operations research
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Review of derivatives research
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Risk assessment : decisions in banking and finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The European journal of finance
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The handbook of European structured financial products
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The handbook of fixed income securities
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The handbook of municipal bonds
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Working paper // Research program / School of Business, Queen's University
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Working papers / Business economic series / Department of Business Administration
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ECONIS (ZBW)
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1
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:
2
A theory of collateral requirements for central counterparties
Wang, Jessie Jiaxu
;
Capponi, Agostino
;
Zhang, Hongzhong
- In:
Management science : journal of the Institute for …
68
(
2022
)
9
,
pp. 6993-7017
Persistent link: https://www.econbiz.de/10013373165
Saved in:
3
Bank regulatory capital arbitrage : evidence from housing overappraisals
Mayordomo, Sergio
;
Rachedi, Omar
;
Rodríguez Moreno, María
- In:
Management science : journal of the Institute for …
70
(
2024
)
4
,
pp. 2255-2271
Persistent link: https://www.econbiz.de/10014519938
Saved in:
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