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The implications of credit risk modeling for banks’ loan loss provisions and loan-origination procyclicality
Bhat, Gauri; Ryan, Stephen G.; Vyas, Dushyantkumar - In: Management science : journal of the Institute for … 65 (2019) 5, pp. 2116-2141
Persistent link: https://www.econbiz.de/10012039734
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Modeling the loss distribution
Chava, Sudheer; Stefanescu, Catalina; Turnbull, Stuart M. - In: Management science : journal of the Institute for … 57 (2011) 7, pp. 1267-1287
Persistent link: https://www.econbiz.de/10009267617
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Portfolio tax trading with carryover losses
Ehling, Paul; Gallmeyer, Michael F.; Srivastava, Sanjay; … - In: Management science : journal of the Institute for … 64 (2018) 9, pp. 4156-4176
Persistent link: https://www.econbiz.de/10011921497
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Multiattribute loss aversion and reference dependence : evidence from the performing arts industry
Tereyağoğlu, Necati; Fader, Peter; Veeraraghavan, Senthil - In: Management science : journal of the Institute for … 64 (2018) 1, pp. 421-436
Persistent link: https://www.econbiz.de/10011819593
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Why are losses less persistent than profits? : curtailments vs. conservatism
Lawrence, Alastair; Sloan, Richard G.; Sun, Estelle - In: Management science : journal of the Institute for … 64 (2018) 2, pp. 673-694
Persistent link: https://www.econbiz.de/10011823113
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Economic uncertainty, disagreement, and credit markets
Buraschi, Andrea; Trojani, Fabio; Vedolin, Andrea - In: Management science : journal of the Institute for … 60 (2014) 5, pp. 1281-1296
Persistent link: https://www.econbiz.de/10010369813
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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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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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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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Credit ratings and credit risk : is one measure enough?
Hilscher, Jens; Wilson, Mungo - In: Management science : journal of the Institute for … 63 (2017) 10, pp. 3414-3437
Persistent link: https://www.econbiz.de/10011760509