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~subject:"Kreditrisiko"
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Kreditrisiko
Portfolio-Management
44,086
Portfolio selection
43,742
Theorie
22,629
Theory
22,272
Risk aversion
9,108
Risikoaversion
8,907
Kapitaleinkommen
6,994
Capital income
6,980
Risiko
5,972
Risk
5,966
Anlageverhalten
5,858
Behavioural finance
5,738
CAPM
4,222
Risikomanagement
3,908
Investmentfonds
3,824
Investment Fund
3,760
Kapitalanlage
3,714
Risk management
3,687
USA
3,645
United States
3,526
Financial investment
3,497
Schätzung
3,352
Estimation
3,265
Welt
3,044
World
2,992
Risikomaß
2,879
Risk measure
2,854
Börsenkurs
2,834
Share price
2,801
Aktienmarkt
2,645
Stock market
2,597
Hedging
2,466
Volatilität
2,374
Volatility
2,350
Credit risk
2,088
Verlust
1,894
risk aversion
1,878
Finanzmarkt
1,868
Mathematische Optimierung
1,831
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Free
804
Undetermined
501
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1,100
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1,064
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2
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930
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930
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362
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317
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150
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123
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25
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25
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22
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13
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10
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10
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8
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6
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4
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3
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3
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3
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3
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1
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1
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1
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English
1,967
German
196
Italian
3
French
2
Polish
2
Spanish
1
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Giesecke, Kay
18
Düllmann, Klaus
17
Herbertsson, Alexander
17
Rösch, Daniel
17
Hamerle, Alfred
16
Overbeck, Ludger
16
Schmieder, Christian
16
Tarashev, Nikola A.
16
Scheule, Harald
15
Gordy, Michael B.
13
Lucas, André
13
Zhu, Haibin
13
Capponi, Agostino
12
Liebig, Thilo
12
Bielecki, Tomasz R.
11
Gürtler, Marc
11
Ozili, Peterson K
11
Pfingsten, Andreas
11
Schuermann, Til
11
Weißbach, Rafael
11
Bo, Lijun
10
Crépey, Stéphane
10
Grundke, Peter
10
Hibbeln, Martin
10
Höse, Steffi
10
Canals-Cerdá, José J.
9
Duellmann, Klaus
9
Huschens, Stefan
9
Pesaran, M. Hashem
9
Rudolph, Bernd
9
Schwaab, Bernd
9
Bluhm, Christian
8
Cousin, Areski
8
Erlenmaier, Ulrich
8
Gantenbein, Pascal
8
Jacobs, Michael <Jr.>
8
Koopman, Siem Jan
8
Lütkebohmert-Holtz, Eva
8
Masschelein, Nancy
8
Puzanova, Natalia
8
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Basel Committee on Banking Supervision
8
National Bureau of Economic Research
7
Deutsche Bundesbank <Frankfurt, Main> / Volkswirtschaftliche Forschungsgruppe
2
European System of Central Banks / Market Operations Committee / Task Force
2
Gottfried Wilhelm Leibniz Universität Hannover
2
Springer International Publishing
2
The Wharton Financial Institutions Center
2
Universität Augsburg / Institut für Volkswirtschaftslehre
2
Akademia Ekonomiczna Imienia Karola Adamieckiego w Katowicach
1
Bank für Internationalen Zahlungsausgleich / Committee on Payments and Market Infrastructures
1
Berliner Wissenschafts-Verlag
1
Braunschweig / Technische Universität /
1
CFA Institute <Charlottesville, Va.>
1
Fachhochschule Jena / Fachbereich Betriebswirtschaft
1
Federal Reserve System / Board of Governors
1
Frank J. Fabozzi Associates <New Hope, Pa.>
1
Institut für Agrarentwicklung in Mittel- und Osteuropa
1
Institut für Schweizerisches Bankwesen <Zürich>
1
Institut für Wirtschaftswissenschaften <Braunschweig> / Lehrstuhl BWL, insbes. Finanzwirtschaft
1
Institute of International Finance <Washington, DC>
1
Institute of International Finance <Washington, DC> / Working Group on Capital Adequacy
1
National Centre of Competence in Research North South <Bern>
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Springer Fachmedien Wiesbaden
1
Universität Heidelberg / Wirtschaftswissenschaftliche Fakultät
1
Universität Kaiserslautern / Fachbereich Mathematik
1
Universität Zürich / Institut für Schweizerisches Bankwesen
1
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Published in...
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Journal of banking & finance
52
The journal of credit risk : published quarterly by Incisive Media
39
The journal of risk model validation
27
Discussion paper / Deutsche Bundesbank
21
International journal of theoretical and applied finance
21
Journal of financial stability
21
Journal of risk management in financial institutions
19
Discussion Paper Series 2
18
Finance research letters
18
Insurance / Mathematics & economics
18
Bundesbank Series 2 Discussion Paper
16
International review of financial analysis
15
Journal of risk
15
European journal of operational research : EJOR
14
SpringerLink / Bücher
14
Risks : open access journal
13
The journal of fixed income
13
Journal of financial services research : JFSR
12
Dresdner Beiträge zu quantitativen Verfahren
11
Journal of accounting & economics
11
Discussion paper
10
International review of economics & finance : IREF
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
The European journal of finance
9
Working paper series
9
Finance and stochastics
8
Journal of international financial markets, institutions & money
8
Research paper series / Swiss Finance Institute
8
Working paper series / European Central Bank
8
Working papers in economics
8
Applied economics letters
7
BIS working papers
7
Discussion paper / Tinbergen Institute
7
Gabler Edition Wissenschaft
7
Journal of economic dynamics & control
7
Journal of risk and financial management : JRFM
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
NBER working paper series
7
Asia-Pacific financial markets
6
CFS working paper series
6
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Source
All
ECONIS (ZBW)
2,095
EconStor
47
USB Cologne (EcoSocSci)
15
USB Cologne (business full texts)
8
BASE
1
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1
The role of "perceived
loss
" aversion on credit screning : an experiment : un experimento
Bediou, Benoit
;
Comeig, Irene
;
Jaramillo-Gutiérrez, Ainhoa
- In:
Spanish journal of finance and accounting
42
(
2013
)
157
,
pp. 83-97
Persistent link: https://www.econbiz.de/10010188067
Saved in:
2
Higher risk exposure in gains brings more risk-taking in losses : an experimental study
Dong, Zhiqiang
;
Guo, Yuchen
;
Zhao, Jun
- In:
Applied economics letters
31
(
2024
)
13
,
pp. 1212-1219
Persistent link: https://www.econbiz.de/10014558799
Saved in:
3
Loss
coverage and stress testing mortgage portfolios : a non-parametric approach
Rodríguez, Adolfo
;
Trucharte, Carlos
- In:
Journal of financial stability
3
(
2007
)
4
,
pp. 342-367
Persistent link: https://www.econbiz.de/10003780560
Saved in:
4
Simultaneous calibration to a range of portfolio credit derivatives with a dynamic discrete-time multi-step Markov
loss
model
Walker, Michael B.
- In:
International journal of theoretical and applied finance
12
(
2009
)
5
,
pp. 633-662
Persistent link: https://www.econbiz.de/10003899505
Saved in:
5
A generalized single common factor model of portfolio credit risk
Kupiec, Paul H.
- In:
The journal of derivatives : the official publication …
15
(
2008
)
3
,
pp. 25-40
Persistent link: https://www.econbiz.de/10003673343
Saved in:
6
Empirical performance of
loss
given default prediction models
Bade, Benjamin
;
Rösch, Daniel
;
Scheule, Harald
- In:
The journal of risk model validation
5
(
2011
)
2
,
pp. 25-44
Persistent link: https://www.econbiz.de/10009356823
Saved in:
7
Measuring economic capital using
loss
distributions
Antwi, Osei
;
Mensah, Alice Constance
;
Amoamah, Martin Owusu
- In:
International journal of economics, finance and …
1
(
2013
)
6
,
pp. 406-412
Persistent link: https://www.econbiz.de/10010342134
Saved in:
8
Loss
distributions : computational efficiency in an extended framework
Stahl, Daniel H.
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
4
,
pp. 29-42
Persistent link: https://www.econbiz.de/10011442456
Saved in:
9
Fast approximation of loan portfolio
loss
Bai, Jenny
;
Seppälä, Heikki
;
Poon, Ser-Huang
- In:
Global credit review
4
(
2014
),
pp. 67-85
Persistent link: https://www.econbiz.de/10010422179
Saved in:
10
Large deviations in multifactor portfolio credit risk
Glasserman, Paul
;
Kang, Wanmo
;
Shahabuddin, Perwez
- In:
Mathematical finance : an international journal of …
17
(
2007
)
3
,
pp. 345-379
Persistent link: https://www.econbiz.de/10003626548
Saved in:
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