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~subject:"Diversification"
~subject:"credit risk"
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Diversification
credit risk
Risikomaß
7,545
Risk measure
7,523
Theorie
4,478
Theory
4,438
Kreditderivat
3,371
Credit derivative
3,368
Portfolio-Management
2,984
Portfolio selection
2,971
Credit risk
2,489
Kreditrisiko
2,471
Risk management
2,452
Risikomanagement
2,445
Risk
2,234
Risiko
2,225
Schätzung
1,492
Estimation
1,478
Volatility
1,266
Volatilität
1,259
Messung
1,213
Statistische Verteilung
1,205
Statistical distribution
1,198
Measurement
1,193
Welt
1,193
World
1,182
ARCH-Modell
1,135
ARCH model
1,129
Financial crisis
1,110
Finanzkrise
1,098
Prognoseverfahren
1,008
Forecasting model
1,005
Kapitaleinkommen
950
Capital income
947
Multivariate Verteilung
881
Multivariate distribution
881
Value-at-Risk
784
Risikoprämie
782
Risk premium
778
Derivative
703
Derivat
702
Bank risk
675
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Free
93
Undetermined
76
Type of publication
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Article
143
Book / Working Paper
77
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Article in journal
124
Aufsatz in Zeitschrift
124
Working Paper
34
Graue Literatur
28
Non-commercial literature
28
Arbeitspapier
25
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9
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9
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3
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3
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2
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1
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English
191
Undetermined
27
German
1
Spanish
1
Author
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Hyung, Namwon
6
McAleer, Michael
5
Vries, Casper G. de
5
Kratz, Marie
4
Roszbach, Kasper
4
Allen, David E.
3
Bethke, Sebastian
3
Carling, Kenneth
3
Chang, Chia-Lin
3
Kroustalis, Ioannis G.
3
Rönnegård, Lars
3
Silva, Paulo Pereira da
3
Subeniotis, Demetres N.
3
Tampakoudis, Ioannis A.
3
Afonso, Cristina
2
Aman, Asia
2
Bhat, Gauri
2
Birge, John R.
2
Bomfim, Antúlio N.
2
Broll, Udo
2
Callen, Jeffrey L.
2
Costola, Michele
2
Dumitru, Ana-Maria H.
2
Düllmann, Klaus
2
Forte, Santiago
2
Grabchak, Michael
2
Guesmi, Khaled
2
Han, Xia
2
Holden, Tom D.
2
Huang, Zhijian
2
Jokivuolle, Esa
2
Klaassen, Pieter
2
Leatham, David J.
2
Lin, Liyuan
2
Lin, Ming-Tsung
2
Lucas, André
2
Luo, Yuchen
2
Merener, Nicolas
2
Murauskas, Gediminas
2
Ojea-Ferreiro, Javier
2
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International Monetary Fund (IMF)
5
HAL
4
Handelshøgskolen, Universitetet i Stavanger
2
Banco de España
1
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
1
Department of Economics and Finance, College of Business and Economics
1
Deutsche Bundesbank
1
EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X)
1
Economics Department, Fordham University
1
Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit
1
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
1
Institute of Economic Research, Kyoto University
1
International Monetary Fund
1
National Research University Higher School of Economics
1
Suomen Pankki
1
Sveriges Riksbank
1
Tinbergen Institute
1
Tinbergen Instituut
1
VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
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Management science : journal of the Institute for Operations Research and the Management Sciences
6
Risks : open access journal
6
Insurance / Mathematics & economics
5
Journal of risk and financial management : JRFM
5
The journal of credit risk : published quarterly by Incisive Media
5
Discussion paper / Tinbergen Institute
4
Agricultural finance review
3
Applied economics
3
Essays on the determinants of corporate bond yield spreads
3
European financial management : the journal of the European Financial Management Association
3
IMF Occasional Papers
3
International review of financial analysis
3
Journal of Risk and Financial Management
3
Journal of business economics and management
3
Journal of risk
3
The European journal of finance
3
The journal of alternative investments
3
Afro-Asian Journal of Finance and Accounting : AAJFA
2
Discussion Paper Series 2
2
Dresden discussion paper series in economics
2
Economics : the open-access, open-assessment e-journal
2
Global business review
2
IMF Working Papers
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Operations research
2
Post-Print / HAL
2
Review of quantitative finance and accounting
2
Revista de métodos cuantitativos para la economía y la empresa
2
Serie Research Memoranda
2
The North American journal of economics and finance : a journal of financial economics studies
2
The journal of computational finance
2
Tinbergen Institute Discussion Papers
2
UiS Working Papers in Economics and Finance
2
Working Papers / HAL
2
Working paper
2
American journal of agricultural economics
1
Annals of Finance
1
Annals of finance
1
Applied Econometrics
1
Asia-Pacific journal of accounting & economics : APJAE
1
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ECONIS (ZBW)
172
RePEc
36
EconStor
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1
Estimating expected and unexpected losses for agricultural mortgage portfolios
Dressler, Jonathan B.
;
Tauer, Loren W.
- In:
American journal of agricultural economics
98
(
2016
)
5
,
pp. 1470-1485
Persistent link: https://www.econbiz.de/10011635556
Saved in:
2
Modeling diversification and spillovers of loan portfolios' losses by LHP approximation and
copula
Lee, Yong Woong
;
Yang, Kisung
- In:
International review of financial analysis
66
(
2019
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012208950
Saved in:
3
A latent variable credit risk model comprising nonlinear dependencies in a sector framework with a stochastically dependent loss given default
Maciag, Jakob
;
Löderbusch, Matthias
- In:
The journal of credit risk : published quarterly by …
13
(
2017
)
4
,
pp. 37-74
Persistent link: https://www.econbiz.de/10012041612
Saved in:
4
Extended saddlepoint methods for credit risk measurement
García-Céspedes, Rúben
;
Moreno, Manuel
- In:
The journal of computational finance
20
(
2016
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011656202
Saved in:
5
Efficient computation of Value-at-Risk and Expected Shortfall in large and heterogeneous credit portfolios: application to default risk charge
Lehdili, Noureddine
;
Givi, Arshia
- In:
Risk and decision analysis
7
(
2018
)
3/4
,
pp. 91-105
Persistent link: https://www.econbiz.de/10012174432
Saved in:
6
Diversification quotients based on VaR and ES
Han, Xia
;
Lin, Liyuan
;
Wang, Ruodu
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 185-197
Persistent link: https://www.econbiz.de/10014466211
Saved in:
7
Group cohesion under individual regulatory constraints
Coculescu, Delia
;
Delbaen, Freddy
- In:
Scandinavian actuarial journal
2022
(
2022
)
1
,
pp. 80-93
Persistent link: https://www.econbiz.de/10012872649
Saved in:
8
Measuring the diversification of a loan portfolio
Tourin, Agnès
- In:
International journal of bonds and derivatives
4
(
2020
)
2
,
pp. 104-113
Persistent link: https://www.econbiz.de/10012505156
Saved in:
9
Combining multi-asset and intrinsic risk measures
Laudagé, Christian
;
Sass, Jörn
;
Wenzel, Jörg
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 254-269
Persistent link: https://www.econbiz.de/10013380532
Saved in:
10
Geographic diversification in banking
Fang, Yiwei
;
Lelyveld, Iman van
- In:
Journal of financial stability
15
(
2014
),
pp. 172-181
Persistent link: https://www.econbiz.de/10011306462
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