//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Simulated Likelihood Estimator...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
3
Portfolio-Management
3
Theorie
3
Theory
3
1987-2009
1
Artificial intelligence
1
Bank failure
1
Bank risk
1
Bankinsolvenz
1
Bankrisiko
1
Bid-ask spread
1
Big Data
1
Big data
1
Blockchain
1
Credit
1
Credit risk
1
Data security
1
Datensicherheit
1
DeFi
1
Digital assets
1
FinTech
1
Financial crisis
1
Financial technology
1
Finanzkrise
1
Finanztechnologie
1
Geld-Brief-Spanne
1
Insolvency
1
Insolvenz
1
Kredit
1
Kreditrisiko
1
Künstliche Intelligenz
1
Market liquidity
1
Market microstructure
1
Marktliquidität
1
Marktmikrostruktur
1
Measurement
1
Messung
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Operations Research
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
7
Undetermined
2
Author
All
Giesecke, Kay
9
Kim, Baeho
5
Tsoukalas, Gerry
2
Zhu, Shilin
2
Biais, Bruno
1
Capponi, Agostino
1
Cong, Lin William
1
Gaur, Vishal
1
Kim, Jack
1
Liberali, Gui
1
Nazerzadeh, Hamid
1
Shanthikumar, J. George
1
Sirignano, Justin
1
Teo, Chung-Piaw
1
Wang, Jiang
1
more ...
less ...
Published in...
All
Management science : journal of the Institute for Operations Research and the Management Sciences
Discussion papers of interdisciplinary research project 373
7
SFB 373 Discussion Paper
7
SFB 373 Discussion Papers
7
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Journal of economic dynamics & control
6
Operations research : the journal of the Operations Research Society of America
5
Journal of banking & finance
4
Journal of econometrics
4
Journal of Economic Dynamics and Control
3
Journal of financial economics
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Operations research
3
Papers / arXiv.org
3
Boston University Questrom School of Business Research Paper
2
Computing in Economics and Finance 2003
2
ESRB Working Paper Series
2
Journal of Banking & Finance
2
Journal of Financial Economics
2
Management Science
2
Mathematics of operations research
2
NBER Working Paper
2
NBER Working Papers
2
NBER working paper series
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of fixed income
2
Working paper / National Bureau of Economic Research, Inc.
2
Credit risk models and management
1
ESRB: Working Paper Series
1
Frontiers in quantitative finance : volatility and credit risk modeling
1
Journal of financial econometrics
1
Management Science, Forthcoming
1
Mathematical Finance
1
Operations Research, Forthcoming
1
Risk management : a modern perspective
1
The handbook of fixed income securities
1
Working paper / National Bureau of Economic Research, Inc
1
Working paper series
1
more ...
less ...
Source
All
ECONIS (ZBW)
7
OLC EcoSci
2
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Monte Carlo algorithms for default timing problems
Giesecke, Kay
;
Kim, Baeho
;
Zhu, Shilin
- In:
Management science : journal of the Institute for …
57
(
2011
)
12
,
pp. 2115-2129
Persistent link: https://www.econbiz.de/10009428275
Saved in:
2
Systemic risk : what defaults are telling us
Giesecke, Kay
;
Kim, Baeho
- In:
Management science : journal of the Institute for …
57
(
2011
)
8
,
pp. 1387-1405
Persistent link: https://www.econbiz.de/10009297011
Saved in:
3
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
Saved in:
4
Introduction to the special section on data-driven prescriptive analytics
Giesecke, Kay
;
Liberali, Gui
;
Nazerzadeh, Hamid
; …
- In:
Management science : journal of the Institute for …
68
(
2022
)
3
,
pp. 1591-1594
Persistent link: https://www.econbiz.de/10013259930
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
Dynamic portfolio execution
Tsoukalas, Gerry
;
Wang, Jiang
;
Giesecke, Kay
- In:
Management science : journal of the Institute for …
65
(
2019
)
5
,
pp. 2015-2040
Persistent link: https://www.econbiz.de/10012039722
Saved in:
7
Systemic Risk: What Defaults Are Telling Us
Giesecke, Kay
;
Kim, Baeho
- In:
Management science : journal of the Institute for …
57
(
2011
)
8
,
pp. 1387-1406
Persistent link: https://www.econbiz.de/10009252595
Saved in:
8
Monte Carlo Algorithms for Default Timing Problems
Giesecke, Kay
;
Kim, Baeho
;
Zhu, Shilin
- In:
Management science : journal of the Institute for …
57
(
2011
)
12
,
pp. 2115-2130
Persistent link: https://www.econbiz.de/10009809935
Saved in:
9
Advances in blockchain and crypto economics
Biais, Bruno
;
Capponi, Agostino
;
Cong, Lin William
; …
- In:
Management science : journal of the Institute for …
69
(
2023
)
11
,
pp. 6417-6426
Persistent link: https://www.econbiz.de/10014435341
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->