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Indicators of collateral misreporting
Demiroglu, Cem; James, Christopher M. - In: Management science : journal of the Institute for … 64 (2018) 4, pp. 1747-1760
Persistent link: https://www.econbiz.de/10011855732
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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
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Portfolio analysis using stochastic dominance, relative entropy, and empirical likelihood
Post, Thierry; Potì, Valerio - In: Management science : journal of the Institute for … 63 (2017) 1, pp. 153-165
Persistent link: https://www.econbiz.de/10011646360
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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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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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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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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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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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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