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~subject:"Portfolio selection"
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Portfolio selection
Credit risk
21
Theorie
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Theory
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Kreditrisiko
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Basel Accord
16
Basler Akkord
16
Risk
14
Bank risk
13
Bankrisiko
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Derivative
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Risk measure
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Portfolio-Management
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Share price
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Welt
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World
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AEI Economic Policy Working Paper Series
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Asset-liability management
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Bank
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Bilanzstrukturmanagement
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Capital income
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Finanzmarktregulierung
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English
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Kupiec, Paul H.
7
Duffee, Greg
1
White, Alice Patricia
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The journal of derivatives : the official publication of the International Association of Financial Engineers
3
Journal of financial services research : JFSR
1
Journal of investment management : JOIM
1
Journal of risk management in financial institutions
1
Research in financial services : private and public policy
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ECONIS (ZBW)
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1
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
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2
Capital allocation for portfolio credit risk
Kupiec, Paul H.
- In:
Journal of financial services research : JFSR
32
(
2007
)
1/2
,
pp. 103-122
Persistent link: https://www.econbiz.de/10003576372
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3
Techniques for verifying the accuracy of risk measurement models
Kupiec, Paul H.
- In:
The journal of derivatives : the official publication …
3
(
1995
)
2
,
pp. 73-84
Persistent link: https://www.econbiz.de/10001223182
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4
Stress testing in a value at risk framework
Kupiec, Paul H.
- In:
The journal of derivatives : the official publication …
6
(
1998
)
1
,
pp. 7-24
Persistent link: https://www.econbiz.de/10001248811
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5
Capital for concentrated credit portfolios
Kupiec, Paul H.
- In:
Journal of risk management in financial institutions
8
(
2015
)
4
,
pp. 314-322
Persistent link: https://www.econbiz.de/10011531169
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6
A primer on program trading and stock price volatility : a survey of the issues and the evidence
Duffee, Greg
-
1992
Persistent link: https://www.econbiz.de/10001134320
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7
Portfolio diversification in concentrated bond and loan portfolios
Kupiec, Paul H.
- In:
Journal of investment management : JOIM
14
(
2016
)
2
,
pp. 49-70
Persistent link: https://www.econbiz.de/10011690864
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