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A Simple Credit Risk Model wit...
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Credit default swaps and debt overhang
Wong, Tak-Yuen
;
Yu, Jin
- In:
Management science : journal of the Institute for …
68
(
2022
)
3
,
pp. 2069-2097
Persistent link: https://www.econbiz.de/10013262912
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2
Optimal credit
swap
portfolios
Giesecke, Kay
;
Kim, Baeho
;
Kim, Jack
;
Tsoukalas, Gerry
- In:
Management science : journal of the Institute for …
60
(
2014
)
9
,
pp. 2291-2307
Persistent link: https://www.econbiz.de/10010461900
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3
Persistence and procyclicality in margin requirements
Glasserman, Paul
;
Wu, Qi
- In:
Management science : journal of the Institute for …
64
(
2018
)
12
,
pp. 5705-5724
Persistent link: https://www.econbiz.de/10011964578
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The marginal cost of risk, risk measures, and capital allocation
Bauer, Daniel
;
Zanjani, George
- In:
Management science : journal of the Institute for …
62
(
2016
)
5
,
pp. 1431-1457
Persistent link: https://www.econbiz.de/10011487544
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5
Affine modeling of credit risk, pricing of credit events, and contagion
Monfort, Alain
;
Pegoraro, Fulvio
;
Renne, Jean-Paul
; …
- In:
Management science : journal of the Institute for …
67
(
2021
)
6
,
pp. 3674-3693
Persistent link: https://www.econbiz.de/10012606968
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6
Risk-based loan pricing : portfolio optimization approach with marginal risk contribution
Chun, So Yeon
;
Lejeune, Miguel A.
- In:
Management science : journal of the Institute for …
66
(
2020
)
8
,
pp. 3735-3753
Persistent link: https://www.econbiz.de/10012289204
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7
Risk analysis for large pools of loans
Sirignano, Justin
;
Giesecke, Kay
- In:
Management science : journal of the Institute for …
65
(
2019
)
1
,
pp. 107-121
Persistent link: https://www.econbiz.de/10011991377
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8
A view inside corporate risk management
Bodnar, Gordon M.
;
Giambona, Erasmo
;
Graham, John R.
; …
- In:
Management science : journal of the Institute for …
65
(
2019
)
11
,
pp. 5001-5026
Persistent link: https://www.econbiz.de/10012125860
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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
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10
The use of credit ratings in the delegated management of fixed income assets
Baghai, Ramin P.
;
Becker, Bo
;
Pitschner, Stefan
- In:
Management science : journal of the Institute for …
70
(
2024
)
5
,
pp. 3059-3079
Persistent link: https://www.econbiz.de/10014551059
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