Narrow search
Showing 1 - 10 of 31
Cover Image
Approaches to improving bank share value using credit-portfolio management and credit-transfer pricing
Bohn, Jeffrey R.; Stein, Roger M. - In: Journal of investment management : JOIM 11 (2013) 2, pp. 47-72
Persistent link: https://www.econbiz.de/10009763913
Cover Image
Active credit portfolio management in practice
Bohn, Jeffrey R.; Stein, Roger M. - 2009
Persistent link: https://www.econbiz.de/10004242656
Cover Image
Approaches to improving bank share value using credit-portfolio management and credit-transfer pricing
Bohn, Jeffrey R.; Stein, Roger M. - In: Journal of investment management : JOIM 11 (2013) 2, pp. 47-72
Persistent link: https://www.econbiz.de/10010147454
Cover Image
Review of George M von Furstenberg's contingent convertibles : from an industry perspective
Bohn, Jeffrey R. - In: Global credit review 5 (2015), pp. 59-66
Persistent link: https://www.econbiz.de/10011403844
Cover Image
The role of stress testing in credit risk management
Stein, Roger M. - In: Journal of investment management : JOIM 10 (2012) 4, pp. 64-90
Persistent link: https://www.econbiz.de/10009710885
Cover Image
The relationship between default prediction and lending profits : integrating ROC analysis and loan pricing
Stein, Roger M. - In: Journal of banking & finance 29 (2005) 5, pp. 1213-1236
Persistent link: https://www.econbiz.de/10002628568
Cover Image
Using RBOs and megafunds to hedge longevity risk and specialty drug costs
Stein, Roger M. - In: The journal of alternative investments : JAI 24 (2022) 3, pp. 99-123
Persistent link: https://www.econbiz.de/10012802383
Cover Image
General bounds on the area under the receiver operating characteristic curve and other performance measures when only a single sensitivity and specificity point is known
Stein, Roger M. - In: The journal of risk model validation 16 (2022) 2, pp. 85-107
Persistent link: https://www.econbiz.de/10014540597
Cover Image
The role of stress testing in credit risk management
Stein, Roger M. - In: Journal of investment management : JOIM 10 (2012) 4, pp. 64-90
Persistent link: https://www.econbiz.de/10010097126
Cover Image
Reducted-form versus structural models of credit risk: a case study of three models
Arora, Navneet; Bohn, Jeffrey R.; Zhu, Fanlin - In: The credit market handbook : advanced modeling issues, (pp. 132-164). 2006
Persistent link: https://www.econbiz.de/10003338121