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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
1,604
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1
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1
Can unspanned stochastic volatility models explain the cross section of bond volatilities?
Joslin, Scott
- In:
Management science : journal of the Institute for …
64
(
2018
)
4
,
pp. 1707-1726
Persistent link: https://www.econbiz.de/10011855690
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
Lending relationships and the pricing of syndicated loans
Zhang, Donghang
;
Zhang, Yafei
;
Zhao, Yijia
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 1113-1136
Persistent link: https://www.econbiz.de/10014513914
Saved in:
7
Interest rate volatility and no-arbitrage affine term structure models
Joslin, Scott
;
Le, Anh
- In:
Management science : journal of the Institute for …
67
(
2021
)
12
,
pp. 7391-7416
Persistent link: https://www.econbiz.de/10012815286
Saved in:
8
The valuation and analysis of adjustable rate mortgages
Kau, James B.
(
contributor
)
- In:
Management science : journal of the Institute for …
36
(
1990
)
12
,
pp. 1417-1431
Persistent link: https://www.econbiz.de/10001101565
Saved in:
9
Speculation, sentiment, and interest rates
Buraschi, Andrea
;
Whelan, Paul
- In:
Management science : journal of the Institute for …
68
(
2022
)
3
,
pp. 2308-2329
Persistent link: https://www.econbiz.de/10013268155
Saved in:
10
Mind the (convergence) gap : bond predictability strikes back!
Berardi, Andrea
;
Markovich, Michael
;
Plazzi, Alberto
; …
- In:
Management science : journal of the Institute for …
67
(
2021
)
12
,
pp. 7888-7911
Persistent link: https://www.econbiz.de/10012815790
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