//--> //--> //--> //-->
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 journal of portfolio management : a publication of Institutional Investor"
~subject:"Risiko"
~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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Risiko
Theory
Portfolio selection
253
Portfolio-Management
253
Theorie
100
Capital income
42
Kapitaleinkommen
42
USA
39
United States
39
CAPM
35
Risk
27
Risikomanagement
25
Risk management
25
Anlageverhalten
22
Behavioural finance
22
Diversification
18
Diversifikation
18
Financial investment
17
Kapitalanlage
17
Investment Fund
14
Investmentfonds
14
Welt
13
World
13
Hedging
11
Forecasting model
9
Prognoseverfahren
9
Risikoprämie
9
Risk premium
9
Anleihe
8
Beta risk
8
Betafaktor
8
Bond
8
Börsenkurs
7
Credit risk
7
Estimation
7
Financial analysis
7
Financial crisis
7
Finanzanalyse
7
Finanzkrise
7
Institutional investor
7
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
117
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
118
Aufsatz in Zeitschrift
118
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
118
Author
All
Grinold, Richard
5
Clarke, Roger G.
4
DeSilva, Harindra
4
Kritzman, Mark
4
Thorley, Steven
4
Amenc, Noël
3
Jacobs, Bruce I.
3
Kinlaw, Will
3
Levy, Kenneth N.
3
Turkington, David
3
Davis, Benjamin
2
Fabozzi, Frank J.
2
Markowitz, Harry
2
Martellini, Lionel
2
Menchero, Jose
2
Podkaminer, Eugene
2
Simonian, Joseph
2
Strauss, Jack
2
Sullivan, Rodney N.
2
Wang, Peng
2
Abouzaid, Erin
1
Adler, Michael
1
Ajit Singh
1
Alonso, Nicholas F.
1
Ang, Andrew
1
Anson, Mark J. P.
1
Ardia, David
1
Asl, Farshid M.
1
Baker, Malcolm
1
Baltas, Nick
1
Basu, Anup K.
1
Bender, Jennifer
1
Bergeron, Alain
1
Blanchett, David
1
Blyth, Stephen
1
Bouchey, Paul
1
Boudt, Kris
1
Bova, Anthony
1
Brière, Marie
1
Brooks, Jordan
1
more ...
less ...
Published in...
All
The journal of portfolio management : a publication of Institutional Investor
Journal of banking & finance
416
Insurance / Mathematics & economics
414
European journal of operational research : EJOR
394
NBER working paper series
315
Finance research letters
265
NBER Working Paper
255
Working paper / National Bureau of Economic Research, Inc.
249
International journal of theoretical and applied finance
220
Journal of economic dynamics & control
210
Mathematical finance : an international journal of mathematics, statistics and financial theory
197
Risks : open access journal
194
Finance and stochastics
188
Economics letters
172
Journal of financial economics
172
Management science : journal of the Institute for Operations Research and the Management Sciences
161
Quantitative finance
157
Research paper series / Swiss Finance Institute
153
Discussion paper / Tinbergen Institute
151
Discussion paper / Centre for Economic Policy Research
139
Journal of empirical finance
133
The review of financial studies
131
International review of financial analysis
125
Economic modelling
121
The journal of finance : the journal of the American Finance Association
121
International review of economics & finance : IREF
115
The European journal of finance
115
The North American journal of economics and finance : a journal of financial economics studies
107
Swiss Finance Institute Research Paper
100
Journal of risk and financial management : JRFM
97
Journal of economic theory
94
The journal of asset management
94
Computational economics
90
Applied economics
89
Discussion paper
88
SpringerLink / Bücher
88
The journal of credit risk : published quarterly by Incisive Media
83
Mathematics and financial economics
82
Discussion papers / CEPR
81
Operations research letters
80
more ...
less ...
Source
All
ECONIS (ZBW)
118
Showing
1
-
10
of
118
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
How unlucky is 25-Sigma?
Dowd, Kevin
;
Cotter, John
;
Humphrey, Chris
;
Woods, Margaret
- In:
The journal of portfolio management : a publication of …
34
(
2007/08
)
4
,
pp. 76-80
Persistent link: https://www.econbiz.de/10003769562
Saved in:
2
Credit spread decomposition : decomposing Bond-Level credit OAS into default and liquidity components
Dastidar, Siddhartha G.
;
Phelps, Bruce D.
- In:
The journal of portfolio management : a publication of …
37
(
2010/11
)
3
,
pp. 70-84
Persistent link: https://www.econbiz.de/10009129548
Saved in:
3
Do risk factors eat alphas?
Lee, Jyh-huei
;
Stefek, Dan
- In:
The journal of portfolio management : a publication of …
34
(
2007/08
)
4
,
pp. 12-24
Persistent link: https://www.econbiz.de/10003769528
Saved in:
4
The opportunity set : market opportunities and the effective breadth of a portfolio
Grinold, Richard
;
Taylor, Mark P.
- In:
The journal of portfolio management : a publication of …
35
(
2008/09
)
2
,
pp. 12-24
Persistent link: https://www.econbiz.de/10003859355
Saved in:
5
Portfolio risk consequences of fixed-income exposures
Warren, Geoff
- In:
The journal of portfolio management : a publication of …
35
(
2008/09
)
4
,
pp. 52-59
Persistent link: https://www.econbiz.de/10003870702
Saved in:
6
On the consistent use of VaR in portfolio performance evaluation : a cautionary note
Zakamouline, Valeri
- In:
The journal of portfolio management : a publication of …
37
(
2010/11
)
1
,
pp. 92-104
Persistent link: https://www.econbiz.de/10008737992
Saved in:
7
A scenarios approach to asset allocation
Gosling, Susan
- In:
The journal of portfolio management : a publication of …
37
(
2010/11
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10008738004
Saved in:
8
A style-based market risk model for hedge fund portfolios
Zhou, Xuelong
;
Litke, Adam
;
McLaughlin, Michael
- In:
The journal of portfolio management : a publication of …
36
(
2009/10
)
4
,
pp. 124-131
Persistent link: https://www.econbiz.de/10008652141
Saved in:
9
Reflections on buy-side risk management after (or between) the storms
Golub, Bennett W.
;
Crum, Conan C.
- In:
The journal of portfolio management : a publication of …
36
(
2009/10
)
4
,
pp. 84-92
Persistent link: https://www.econbiz.de/10008652152
Saved in:
10
The properties of equally weighted risk contribution portfolios
Maillard, Sébastien
;
Roncalli, Thierry
;
Teïletche, …
- In:
The journal of portfolio management : a publication of …
36
(
2009/10
)
4
,
pp. 60-70
Persistent link: https://www.econbiz.de/10008652158
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...
//-->