Narrow search
Showing 1 - 10 of 13,744
Cover Image
Current and prospective estimate of counterparty risk through dynamic neural networks
Agnese, Alessio; Giribone, Pier Giuseppe; Querci, Francesca - In: Risk management magazine 17 (2022) 2, pp. 42-61
The estimate of the probability of default plays a central role for any financial entity that wants to have an overview of the risks of insolvency it may incur by having economic relations with counterparties. This study aims to analyze the calculation of such measure in the context of...
Persistent link: https://www.econbiz.de/10013501084
Cover Image
The forecast performance of competing implied volatility measures : the case of individual stocks
Tsiaras, Leonidas - 2010
Persistent link: https://www.econbiz.de/10008651738
Cover Image
Do macroeconomic factors help in predicting international equity risk premia? : Testing the out-of-sample accuracy of linear and nonlinear forecasts
Dropsy, Vincent - In: The journal of applied business research 12 (1996) 3, pp. 120-132
Persistent link: https://www.econbiz.de/10001205322
Cover Image
The restrictions on predictability implied by rational asset pricing models
Kirby, Chris - In: The review of financial studies 11 (1998) 2, pp. 343-382
Persistent link: https://www.econbiz.de/10001244459
Cover Image
Aktive Aktien-Portefeuillesteuerung auf Grundlage stochastischer Ansätze
Mayser, Jürgen - 1996 - 1. Aufl
Persistent link: https://www.econbiz.de/10000930298
Cover Image
A bound on expected stock returns
Kadan, Ohad; Tang, Xiaoxiao - In: The review of financial studies 33 (2020) 4, pp. 1565-1617
Persistent link: https://www.econbiz.de/10012198410
Cover Image
Modellierung von mehrjährigen Kreditausfallrisiken
Jobst, Rainer - 2008
Persistent link: https://www.econbiz.de/10003635736
Cover Image
Forecasting default with the Merton distance to default model
Bharath, Sreedhar T.; Shumway, Tyler - In: The review of financial studies 21 (2008) 3, pp. 1339-1369
Persistent link: https://www.econbiz.de/10003742248
Cover Image
Estimation du risque de défaut par une modélisation stochastique du bilan : application à des firmes industrielles françaises
Refait, Catherine - In: Finance : revue de l'Association Française de Finance 21 (2000) 2, pp. 103-129
Persistent link: https://www.econbiz.de/10001559712
Cover Image
Predicting bond betas using macro-finance variables
Aslanidis, Nektarios; Christiansen, Charlotte; … - In: Finance research letters 29 (2019), pp. 193-199
Persistent link: https://www.econbiz.de/10012418702