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~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~person:"Jarrow, Robert A."
~person:"Kraft, Holger"
~source:"econis"
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Jarrow, Robert A.
Kraft, Holger
Altman, Edward I.
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Westerfeld, Simone
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The journal of credit risk : published quarterly by Incisive Media
Review of derivatives research
3
The journal of fixed income
3
Annual review of financial economics
2
Credit risk models and management
2
Finance and stochastics
2
International journal of theoretical and applied finance
2
Journal of banking & finance
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Review of finance : journal of the European Finance Association
2
Annals of Applied Probability, Forthcoming
1
Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
1
Finance research letters
1
Johnson School Research Paper Series
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of financial engineering
1
Journal of financial services research : JFSR
1
Journal of risk management in financial institutions
1
Lecture notes in economics and mathematical systems : LNEMS
1
Mathematics of operations research
1
The credit market handbook : advanced modeling issues
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
The review of financial studies
1
Working paper / Laboratory of Actuarial Mathematics, University of Copenhagen
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Working paper // Research program / School of Business, Queen's University
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Redesigning ratings : assessing the discriminatory power of credit scores under censoring
Kraft, Holger
;
Kroisandt, Gerald
;
Müller, Marlene
- In:
The journal of credit risk : published quarterly by …
10
(
2014
)
4
,
pp. 71-94
Persistent link: https://www.econbiz.de/10010495827
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