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Rating-based CDS curves
Kolokolova, Olga; Lin, Ming-Tsung; Poon, Ser-Huang - In: The European journal of finance 25 (2019) 7, pp. 689-723
Persistent link: https://www.econbiz.de/10012207024
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Bank credit default swaps and deposit insurance around the world
Liu, Liuling; Zhang, Gaiyan; Fang, Yiwei - In: Journal of international money and finance 69 (2016), pp. 339-363
Persistent link: https://www.econbiz.de/10011712039
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A probabilistically constrained extension of the integrated portfolio investment model
Ondra, Matthias; Hilscher, Christoph - In: Energy reports 6 (2020) 1, pp. 261-266
In recent years, new methods concerning risk mitigation techniques in energy planning strategies have become popular. Delarue et al. introduced the integrated portfolio investment model to account for supply-demand constraints. This paper proposes a model which is suitable to the energy...
Persistent link: https://www.econbiz.de/10012176935
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Commercial real estate, distress and financial resolution : portfolio lending versus securitization
Downs, David H.; Xu, Pisun - In: The journal of real estate finance and economics 51 (2015) 2, pp. 254-287
Persistent link: https://www.econbiz.de/10011475087
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Asset correlations under stressed macroeconomic conditions
Thun, Christian - In: Proceedings of the Second International Conference on …, (pp. 188-196). 2014
Persistent link: https://www.econbiz.de/10011388089
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On the network topology of variance decompositions : measuring the connectedness of financial firms
Diebold, Francis X.; Yılmaz, Kamil - In: Journal of econometrics 182 (2014) 1, pp. 119-134
Persistent link: https://www.econbiz.de/10010497110
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CAPM model, beta and relationship with credit rating
Michalkova, Lucia; Kramarova, Katarina - In: Advances in applied economic research : proceedings of …, (pp. 645-652). 2017
Persistent link: https://www.econbiz.de/10011745162
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Electric vehicle routing problem with time windows, recharging stations and battery swapping stations
Verma, Amit - In: EURO journal on transportation and logistics 7 (2018) 4, pp. 415-451
Persistent link: https://www.econbiz.de/10011949706
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A macroscopic order of consumer demand due to heterogenous consumer behaviors on Japanese household demand tested by the random matrix theory
Aruka, Yūji; Kichikawa, Yuichi; Iyetomi, Hiroshi - In: Econophysics of agent-based models, (pp. 187-201). 2014
Persistent link: https://www.econbiz.de/10011282068
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Classifier calibration using splined empirical probabilities in clinical risk prediction
Gaudoin, René; Montana, Giovanni; Jones, Simon; Aylin, Paul - In: Health care management science 18 (2015) 2, pp. 156-165
Persistent link: https://www.econbiz.de/10011287006