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~subject:"Portfolio selection"
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Portfolio selection
Kreditrisiko
20,494
Credit risk
20,331
Insolvenz
15,715
Insolvency
15,290
Hypothek
8,999
Theorie
8,974
Mortgage
8,922
Theory
8,828
Kreditgeschäft
5,097
USA
4,955
Bank lending
4,935
United States
4,802
Bank
3,850
Finanzkrise
3,736
Financial crisis
3,708
Kreditwürdigkeit
3,248
Risikomanagement
3,201
Credit rating
3,190
Risk management
3,060
Deutschland
2,379
Basler Akkord
2,346
Basel Accord
2,327
Welt
2,200
World
2,164
Germany
2,084
Bankrisiko
1,992
Portfolio-Management
1,975
Bank risk
1,971
Credit
1,970
Kreditderivat
1,961
Kredit
1,950
Schätzung
1,929
Credit derivative
1,914
Verlust
1,896
Estimation
1,858
Loss
1,823
credit risk
1,770
Prognoseverfahren
1,661
Immobilienpreis
1,644
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655
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423
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914
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2
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845
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German
167
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3
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Herbertsson, Alexander
17
Giesecke, Kay
16
Overbeck, Ludger
15
Bielecki, Tomasz R.
13
Lucas, André
13
Capponi, Agostino
12
Gordy, Michael B.
12
Hamerle, Alfred
12
Rösch, Daniel
12
Tarashev, Nikola A.
12
Zhu, Haibin
12
Düllmann, Klaus
11
Bo, Lijun
10
Crépey, Stéphane
10
Grundke, Peter
10
Canals-Cerdá, José J.
9
Liebig, Thilo
9
Lütkebohmert-Holtz, Eva
9
Rudolph, Bernd
9
Scheule, Harald
9
Schmieder, Christian
9
Bluhm, Christian
8
Cousin, Areski
8
Duellmann, Klaus
8
Fabozzi, Frank J.
8
Gantenbein, Pascal
8
Höse, Steffi
8
Kraft, Holger
8
Pesaran, M. Hashem
8
Puzanova, Natalia
8
Roesch, Daniel
8
Schuermann, Til
8
Schwaab, Bernd
8
Spremann, Klaus
8
Craig, Ben R.
7
Erlenmaier, Ulrich
7
Fischer, Matthias
7
Giuzio, Margherita
7
Hibbeln, Martin
7
Huschens, Stefan
7
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Basel Committee on Banking Supervision
7
National Bureau of Economic Research
6
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
Akademia Ekonomiczna Imienia Karola Adamieckiego w Katowicach
1
Bank für Internationalen Zahlungsausgleich / Committee on Payments and Market Infrastructures
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
Institute of Finance and Accounting <London>
1
Institute of International Finance <Washington, DC>
1
Institute of International Finance <Washington, DC> / Working Group on Capital Adequacy
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Springer Fachmedien Wiesbaden
1
USA / General Accounting Office
1
Universität Augsburg / Institut für Volkswirtschaftslehre
1
Universität Heidelberg / Wirtschaftswissenschaftliche Fakultät
1
Universität Kaiserslautern / Fachbereich Mathematik
1
Universität Zürich / Institut für Schweizerisches Bankwesen
1
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Journal of banking & finance
45
The journal of credit risk : published quarterly by Incisive Media
34
International journal of theoretical and applied finance
22
Discussion paper / Deutsche Bundesbank
21
Insurance / Mathematics & economics
21
The journal of risk model validation
21
Journal of financial stability
18
Risks : open access journal
17
Bundesbank Series 2 Discussion Paper
16
Journal of risk management in financial institutions
16
Journal of risk
14
SpringerLink / Bücher
14
The journal of fixed income
14
Finance research letters
13
Discussion paper
12
Management science : journal of the Institute for Operations Research and the Management Sciences
12
European journal of operational research : EJOR
11
International review of financial analysis
11
Finance and stochastics
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
Dresdner Beiträge zu quantitativen Verfahren
9
Journal of financial services research : JFSR
9
Quantitative finance
9
Working papers in economics
9
Journal of economic dynamics & control
8
Journal of investment management : JOIM
8
Research paper series / Swiss Finance Institute
8
Working paper series
8
BIS working papers
7
Discussion paper / Tinbergen Institute
7
Gabler Edition Wissenschaft
7
International review of economics & finance : IREF
7
Journal of international financial markets, institutions & money
7
Working paper / National Bureau of Economic Research, Inc.
7
Working paper series / European Central Bank
7
Die Bank
6
FRB of Philadelphia Working Paper
6
Finance and economics discussion series
6
IMF working papers
6
Journal of risk and financial management : JRFM
6
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ECONIS (ZBW)
1,929
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1
Intertemporal forecasts of defaulted bond recoveries and portfolio losses
Kalotay, Egon A.
;
Altman, Edward I.
- In:
Review of finance : journal of the European Finance …
21
(
2017
)
1
,
pp. 433-463
Persistent link: https://www.econbiz.de/10011778628
Saved in:
2
Secured loans and risky assets in a monetary economy
Chu, Yuchi
;
Li, Yiting
- In:
Journal of money, credit and banking : JMCB
56
(
2024
)
2/3
,
pp. 395-427
Persistent link: https://www.econbiz.de/10014544028
Saved in:
3
Considering the dependence between the credit
loss
severity and the probability of default in the estimate of portfolio credit risk : an experimental analysis
Di Clemente, Annalisa
- In:
Studi economici : rivista quadrimestrale
68
(
2013
)
1
,
pp. 5-24
Persistent link: https://www.econbiz.de/10010389432
Saved in:
4
A limit distribution of credit portfolio losses with low default probabilities
Shi, Xiaojun
;
Tang, Qihe
;
Yuan, Zhongyi
- In:
Insurance / Mathematics & economics
73
(
2017
),
pp. 156-167
Persistent link: https://www.econbiz.de/10011702063
Saved in:
5
Is it obligor or instrument that explains recovery rate : evidence from US corporate bond
Yao, Xiao
;
Crook, Jonathan N.
;
Andreeva, Galina
- In:
Journal of financial stability
28
(
2017
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011825500
Saved in:
6
LLN-type approximations for large portfolio losses
Liu, Jing
- In:
Insurance / Mathematics & economics
81
(
2018
),
pp. 71-77
Persistent link: https://www.econbiz.de/10011904621
Saved in:
7
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:
8
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:
9
The impact of different default triggers on CMBS risk evaluation
Christopoulos, Andreas D.
- In:
Journal of investment management : JOIM
15
(
2017
)
2
,
pp. 65-91
Persistent link: https://www.econbiz.de/10011700690
Saved in:
10
Optimal incentives and securitization of defaultable assets
Malamud, Semyon
;
Rui, Huaxia
;
Whinston, Andrew B.
- In:
Journal of financial economics
107
(
2013
)
1
,
pp. 111-135
Persistent link: https://www.econbiz.de/10009715167
Saved in:
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