//--> //--> //--> //-->
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:"The European journal of finance"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Hedging"
~subject:"Theory"
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
A Simple Credit Risk Model wit...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Hedging
Theory
Portfolio selection
408
Portfolio-Management
408
Theorie
211
USA
131
United States
131
Credit risk
117
Kreditrisiko
117
Capital income
90
Kapitaleinkommen
90
CAPM
57
Estimation
55
Schätzung
55
Anlageverhalten
54
Behavioural finance
54
Börsenkurs
47
Share price
47
Risiko
42
Risk
42
Investment Fund
41
Investmentfonds
41
Yield curve
29
Zinsstruktur
29
Volatility
27
Volatilität
27
Risikoprämie
26
Risk premium
26
Derivat
24
Derivative
24
Financial investment
24
Kapitalanlage
24
Risikomanagement
24
Risk management
24
Welt
24
World
24
Bank lending
23
Forecasting model
23
Kreditgeschäft
23
Prognoseverfahren
23
more ...
less ...
Online availability
All
Undetermined
64
Free
4
Type of publication
All
Article
223
Type of publication (narrower categories)
All
Article in journal
219
Aufsatz in Zeitschrift
219
Conference paper
6
Konferenzbeitrag
6
Bibliografie enthalten
1
Bibliography included
1
Rezension
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
223
Author
All
Uppal, Raman
4
Barberis, Nicholas
3
Brandt, Michael W.
3
Brennan, Michael J.
3
Dammon, Robert Mark
3
Dumas, Bernard
3
Green, Richard C.
3
Liu, Hong
3
Shleifer, Andrei
3
Adler, Michael
2
Blazsek, Szabolcs
2
Carr, Peter
2
Chandra, Ramesh
2
Chen, Jing
2
DeLong, James Bradford
2
Detemple, Jérôme B.
2
Edelman, David
2
Fletcher, Jonathan
2
Gabbi, Giampaolo
2
Gale, Douglas
2
Gennaioli, Nicola
2
Gérard, Bruno
2
Huang, Ming
2
Landsman, Zinoviy
2
Loperfido, Nicola
2
Makov, Udi
2
Markowitz, Harry
2
Marshall, Andrew P.
2
O'Sullivan, Patrick
2
Park, Seyoung
2
Santa-Clara, Pedro
2
Schwartz, Eduardo S.
2
Serrano, Pedro
2
Sutcliffe, Charles M. S.
2
Vishny, Robert W.
2
Wachter, Jessica
2
Welch, Ivo
2
Williams, Julian M.
2
Xiong, Wei
2
Yang, Jinqiang
2
more ...
less ...
Published in...
All
The European journal of finance
The journal of finance : the journal of the American Finance Association
Insurance / Mathematics & economics
395
Journal of banking & finance
388
European journal of operational research : EJOR
382
NBER working paper series
300
NBER Working Paper
244
Finance research letters
243
Working paper / National Bureau of Economic Research, Inc.
240
International journal of theoretical and applied finance
236
Journal of economic dynamics & control
212
Mathematical finance : an international journal of mathematics, statistics and financial theory
196
Finance and stochastics
189
Risks : open access journal
178
Management science : journal of the Institute for Operations Research and the Management Sciences
160
Journal of financial economics
159
Quantitative finance
159
Economics letters
158
Research paper series / Swiss Finance Institute
152
Discussion paper / Tinbergen Institute
147
Discussion paper / Centre for Economic Policy Research
133
International review of financial analysis
129
Economic modelling
122
Journal of empirical finance
122
The review of financial studies
122
International review of economics & finance : IREF
110
The journal of portfolio management : a publication of Institutional Investor
109
Swiss Finance Institute Research Paper
105
The North American journal of economics and finance : a journal of financial economics studies
99
Journal of risk and financial management : JRFM
95
SpringerLink / Bücher
93
Journal of economic theory
92
Applied economics
91
Computational economics
90
The journal of credit risk : published quarterly by Incisive Media
86
Applied mathematical finance
84
Discussion paper
84
Mathematics and financial economics
82
Operations research letters
81
Discussion papers / CEPR
80
more ...
less ...
Source
All
ECONIS (ZBW)
223
Showing
1
-
10
of
223
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Covered interest parity with default risk
Csávás, Csaba
- In:
The European journal of finance
22
(
2016
)
10/12
,
pp. 1130-1144
Persistent link: https://www.econbiz.de/10011715322
Saved in:
2
Rating-based CDS curves
Kolokolova, Olga
;
Lin, Ming-Tsung
;
Poon, Ser-Huang
- In:
The European journal of finance
25
(
2019
)
7
,
pp. 689-723
Persistent link: https://www.econbiz.de/10012207024
Saved in:
3
The effects of credit default swaps on corporate investment
Hong, Jieying
;
Wang, Na
- In:
The European journal of finance
27
(
2021
)
3
,
pp. 260-277
Persistent link: https://www.econbiz.de/10012424945
Saved in:
4
Hedge fund seeding with fees-for-guarantee swaps
Feng, Yun
;
Huang, Binghua
;
Zhang, Hai
- In:
The European journal of finance
25
(
2019
)
1
,
pp. 16-34
Persistent link: https://www.econbiz.de/10012206953
Saved in:
5
Value-at-risk capital requirement regulation, risk taking and asset allocation : a mean–variance analysis
Kaplanski, Guy
;
Levy, Haim
- In:
The European journal of finance
21
(
2015
)
1/3
,
pp. 215-241
Persistent link: https://www.econbiz.de/10010519956
Saved in:
6
Modeling severity risk under PD-LGD correlation
Han, Chulwoo
- In:
The European journal of finance
23
(
2017
)
13/15
,
pp. 1572-1588
Persistent link: https://www.econbiz.de/10012014695
Saved in:
7
How robust is the value-at-risk of credit risk portfolios?
Bernard, Carole
;
Rüschendorf, Ludger
;
Vanduffel, Steven
; …
- In:
The European journal of finance
23
(
2017
)
4/6
,
pp. 507-534
Persistent link: https://www.econbiz.de/10011736292
Saved in:
8
The relative valuation of caps and swaptions : theory and empirical evidence
Longstaff, Francis A.
;
Santa-Clara, Pedro
;
Schwartz, …
- In:
The journal of finance : the journal of the American …
56
(
2001
)
6
,
pp. 2067-2109
Persistent link: https://www.econbiz.de/10001631728
Saved in:
9
Swap
rates and credit quality
Duffie, Darrell
- In:
The journal of finance : the journal of the American …
51
(
1996
)
3
,
pp. 921-949
Persistent link: https://www.econbiz.de/10001203636
Saved in:
10
The default risk of swaps
Cooper, Ian
- In:
The journal of finance : the journal of the American …
46
(
1991
)
2
,
pp. 597-620
Persistent link: https://www.econbiz.de/10001108680
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->