//--> //--> //--> //-->
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:"Theorie"
~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
Theorie
Theory
Portfolio selection
253
Portfolio-Management
253
Capital income
42
Kapitaleinkommen
42
USA
39
United States
39
CAPM
35
Risiko
27
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
99
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
100
Aufsatz in Zeitschrift
100
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
100
Author
All
Grinold, Richard
4
Kritzman, Mark
4
Amenc, Noël
3
Clarke, Roger G.
3
DeSilva, Harindra
3
Jacobs, Bruce I.
3
Kinlaw, Will
3
Levy, Kenneth N.
3
Thorley, Steven
3
Turkington, David
3
Fabozzi, Frank J.
2
Markowitz, Harry
2
Martellini, Lionel
2
Simonian, Joseph
2
Strauss, Jack
2
Sullivan, Rodney N.
2
Wang, Peng
2
Abouzaid, Erin
1
Ajit Singh
1
Alonso, Nicholas F.
1
Ang, Andrew
1
Anson, Mark J. P.
1
Ardia, David
1
Asl, Farshid M.
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
Cardinale, Mirko
1
Carvalho, Raul Leote de
1
Cavaglia, Stefano
1
Chiquoine, Ben
1
Choueifaty, Yves
1
Chow, Tzee-Man
1
more ...
less ...
Published in...
All
The journal of portfolio management : a publication of Institutional Investor
Insurance / Mathematics & economics
381
European journal of operational research : EJOR
377
Journal of banking & finance
368
NBER working paper series
288
NBER Working Paper
237
Working paper / National Bureau of Economic Research, Inc.
235
International journal of theoretical and applied finance
212
Finance research letters
211
Journal of economic dynamics & control
203
Mathematical finance : an international journal of mathematics, statistics and financial theory
192
Finance and stochastics
182
Risks : open access journal
169
Economics letters
155
Management science : journal of the Institute for Operations Research and the Management Sciences
153
Journal of financial economics
147
Quantitative finance
147
Discussion paper / Tinbergen Institute
143
Research paper series / Swiss Finance Institute
140
Discussion paper / Centre for Economic Policy Research
130
The review of financial studies
117
Journal of empirical finance
116
The journal of finance : the journal of the American Finance Association
115
Economic modelling
108
The European journal of finance
96
Swiss Finance Institute Research Paper
95
International review of financial analysis
93
International review of economics & finance : IREF
92
Journal of economic theory
92
SpringerLink / Bücher
87
Computational economics
86
The North American journal of economics and finance : a journal of financial economics studies
84
Journal of risk and financial management : JRFM
83
The journal of credit risk : published quarterly by Incisive Media
82
Discussion paper
79
International journal of forecasting
78
Mathematics and financial economics
78
Operations research letters
78
Mathematical methods of operations research
76
Applied economics
73
more ...
less ...
Source
All
ECONIS (ZBW)
100
Showing
1
-
10
of
100
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
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:
4
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:
5
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:
6
Signal weighting
Grinold, Richard
- In:
The journal of portfolio management : a publication of …
36
(
2009/10
)
4
,
pp. 24-34
Persistent link: https://www.econbiz.de/10008652181
Saved in:
7
Efficient replication of factor retturns : theory and applications
Melas, Dimitris
;
Suryanarayanan, Raghu
;
Cavaglia, Stefano
- In:
The journal of portfolio management : a publication of …
36
(
2009/10
)
2
,
pp. 39-51
Persistent link: https://www.econbiz.de/10003966450
Saved in:
8
Global tactical sector allocation : a quantitative approach
Doeswijk, Ronald
;
Vliet, Willem Nicolaas van
- In:
The journal of portfolio management : a publication of …
38
(
2011/12
)
1
,
pp. 29-47
Persistent link: https://www.econbiz.de/10009381271
Saved in:
9
Implied expected returns and the choice of a mean-variance efficient portfolio proxy
Ardia, David
;
Boudt, Kris
- In:
The journal of portfolio management : a publication of …
41
(
2015
)
4
,
pp. 68-81
Persistent link: https://www.econbiz.de/10011432240
Saved in:
10
The stable ROE portfolio : an alternative equity index strategy based on common sense security analysis
Fuller, Russell J.
;
Giovinazzo, Raife
;
Tung, Yining
- In:
The journal of portfolio management : a publication of …
40
(
2014
),
pp. 135-145
Persistent link: https://www.econbiz.de/10011433478
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...
//-->