Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~type_genre:"Aufsatz in Zeitschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Valuing CDOs of bespoke portfo...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
14
Portfolio-Management
14
Theorie
14
Theory
14
Credit risk
6
Kreditrisiko
6
Risiko
5
Risk
5
Altersvorsorge
4
Hedge fund
4
Hedgefonds
4
Retirement provision
4
Risikomanagement
4
Risk management
4
Stochastic process
4
Stochastischer Prozess
4
USA
4
United States
4
Basel Accord
3
Basler Akkord
3
Betriebliche Altersversorgung
3
Gesetzliche Rentenversicherung
3
Hedging
3
Measurement
3
Messung
3
Occupational pension plan
3
Public pension system
3
hedge funds
3
Canada
2
Capital income
2
Credit rating
2
Financial services
2
Finanzdienstleistung
2
Generationengerechtigkeit
2
Intergenerational equity
2
Kanada
2
Kapitaleinkommen
2
Kreditwürdigkeit
2
Mathematical programming
2
Mathematische Optimierung
2
more ...
less ...
Online availability
All
Undetermined
15
Type of publication
All
Article
34
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
34
research-article
8
Lehrbuch
7
Textbook
7
Aufsatz im Buch
4
Book section
4
review-article
4
Graue Literatur
3
Non-commercial literature
3
Arbeitspapier
2
Bibliografie enthalten
2
Bibliography included
2
Working Paper
2
Case study
1
Fallstudie
1
Research Report
1
non-article
1
viewpoint
1
more ...
less ...
Language
All
English
34
Author
All
Saunders, David M.
29
Rosen, Dan
8
Hardy, Mary Rosalyn
6
Weng, Chengguo
6
Zhu, Xiaobai
5
Jiang, Ruihong
3
Lin, Hongcan
3
Seco, Luis
3
Ghossoub, Mario
2
Leck, Joanne D.
2
Saunders, David
2
Zenios, Stauros Andrea
2
Beacker, Maike
1
Cespedes, Juan Carlos Garcia
1
Consiglio, Andrea
1
Davies, Robert H.
1
Edgar, Fiona
1
Faanunu, Ilai
1
Geare, Alan James
1
Hall, Jesse
1
Hernández, Janko
1
Herrero, Juan Antonio de Juan
1
Memartoluie, Amir
1
Meng, Fei
1
Nedeljkovic, Jovan
1
Nerouppos, Marios
1
Paradi, Joseph C.
1
Pykhtin, Michael
1
Schaffnit, Claire
1
Senn, Markus
1
Sounders, David
1
Stoesz, David
1
Vogt, Christopher
1
Wirjanto, Tony S.
1
Xiouros, Costas
1
Zagst, Rudi
1
Zhang, Saisai
1
more ...
less ...
Published in...
All
Journal of risk management in financial institutions
3
Insurance / Mathematics & economics
2
Journal of banking & finance
2
North American actuarial journal
2
Scandinavian actuarial journal
2
The journal of credit risk : published quarterly by Incisive Media
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Astin bulletin : the journal of the International Actuarial Association
1
Canadian public policy : a journal for the discussion of social and economic policy in Canada
1
Computers & operations research : and their applications to problems of world concern ; an international journal
1
Economic theory bulletin
1
IMA journal of management mathematics
1
International journal of theoretical and applied finance
1
Journal of economic dynamics & control
1
Journal of productivity analysis
1
Journal of risk
1
Mathematics of operations research
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
Operations research letters
1
Population research and policy review
1
Quantitative finance
1
Review of African political economy
1
Social service review : SSR
1
The journal of alternative investments
1
The journal of investment strategies
1
The journal of risk model validation
1
The service industries journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
34
Showing
1
-
10
of
34
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Analytical methods for hedging systematic credit risk with linear factor portfolios
Rosen, Dan
;
Saunders, David M.
- In:
Journal of economic dynamics & control
33
(
2009
)
1
,
pp. 37-52
Persistent link: https://www.econbiz.de/10003810124
Saved in:
2
Pricing and hedging collateralized loan obligations with implied factor models
Nedeljkovic, Jovan
;
Rosen, Dan
;
Saunders, David M.
- In:
The journal of credit risk : published quarterly by …
6
(
2010/11
)
3
,
pp. 53-97
Persistent link: https://www.econbiz.de/10008696417
Saved in:
3
Risk factor contributions in portfolio credit risk models
Rosen, Dan
;
Saunders, David M.
- In:
Journal of banking & finance
34
(
2010
)
2
,
pp. 336-349
Persistent link: https://www.econbiz.de/10003935602
Saved in:
4
Effective modeling of wrong way risk, counterparty credit risk capital, and alpha in Basel II
Cespedes, Juan Carlos Garcia
;
Herrero, Juan Antonio de Juan
- In:
The journal of risk model validation
4
(
2010/11
)
1
,
pp. 71-98
Persistent link: https://www.econbiz.de/10003971978
Saved in:
5
CVA the wrong way
Rosen, Dan
;
Saunders, David M.
- In:
Journal of risk management in financial institutions
5
(
2011/12
)
3
,
pp. 252-272
Persistent link: https://www.econbiz.de/10009565851
Saved in:
6
Pricing counterparty risk at the trade level and credit valuation adjustment allocations
Pykhtin, Michael
;
Rosen, Dan
- In:
The journal of credit risk : published quarterly by …
6
(
2010/11
)
4
,
pp. 3-38
Persistent link: https://www.econbiz.de/10008807742
Saved in:
7
Marginal rates and two-dimensional level curves in DEA
Rosen, Dan
- In:
Journal of productivity analysis
9
(
1998
)
3
,
pp. 205-232
Persistent link: https://www.econbiz.de/10001239430
Saved in:
8
Regress under stress : a simple least-squares method for integrating economic scenarios with risk simulations
Rosen, Dan
;
Sounders, David
- In:
Journal of risk management in financial institutions
9
(
2016
)
4
,
pp. 391-412
Persistent link: https://www.econbiz.de/10011663120
Saved in:
9
Market-consistent valuation and funding of cash balance pensions
Hardy, Mary Rosalyn
;
Saunders, David M.
;
Zhu, Xiaobai
- In:
North American actuarial journal
18
(
2014
)
2
,
pp. 294-314
Persistent link: https://www.econbiz.de/10011339005
Saved in:
10
A Fund of Hedge Funds Under Regime Switching
Saunders, David M.
;
Seco, Luis
;
Vogt, Christopher
; …
- In:
The journal of alternative investments
15
(
2012/13
)
4
,
pp. 8-23
Persistent link: https://www.econbiz.de/10009745288
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
