//--> //--> //--> //-->
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
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
A Simple Credit Risk Model wit...
Similar by subject
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Portfolio selection
43,807
Portfolio-Management
43,722
Theorie
27,100
Theory
26,989
Kreditrisiko
20,438
Credit risk
19,560
Kapitaleinkommen
7,153
Capital income
7,151
Risikomanagement
6,029
Wahrscheinlichkeitsrechnung
6,020
Risk
5,789
Probability theory
5,764
Risiko
5,754
Risk management
5,640
Anlageverhalten
5,474
Behavioural finance
5,438
USA
4,684
United States
4,590
Kreditgeschäft
4,502
Welt
4,369
Bank lending
4,348
World
4,340
Schätzung
4,244
Estimation
4,191
CAPM
4,155
Investmentfonds
3,810
Investment Fund
3,782
Bank
3,694
Kapitalanlage
3,620
Financial investment
3,471
Finanzkrise
3,368
Financial crisis
3,338
Risikomaß
3,213
Risk measure
3,193
Börsenkurs
2,969
Insolvenz
2,958
Share price
2,951
Insolvency
2,944
Kreditwürdigkeit
2,869
Credit rating
2,821
more ...
less ...
Online availability
All
Free
24,366
Undetermined
16,073
Type of publication
All
Article
36,583
Book / Working Paper
34,430
Journal
134
Other
4
Database
1
Type of publication (narrower categories)
All
Article in journal
32,455
Aufsatz in Zeitschrift
32,455
Graue Literatur
11,036
Non-commercial literature
11,036
Working Paper
10,306
Arbeitspapier
10,016
Aufsatz im Buch
3,515
Book section
3,515
Hochschulschrift
2,331
Thesis
1,822
Collection of articles of several authors
781
Sammelwerk
781
Lehrbuch
617
Textbook
551
Aufsatzsammlung
382
Collection of articles written by one author
369
Sammlung
369
Bibliografie enthalten
313
Bibliography included
313
Dissertation u.a. Prüfungsschriften
256
Conference paper
240
Konferenzbeitrag
240
Handbook
203
Handbuch
203
Konferenzschrift
200
Ratgeber
177
Glossar enthalten
150
Glossary included
150
Guidebook
139
Conference proceedings
137
Case study
117
Fallstudie
117
Amtsdruckschrift
83
Government document
83
Systematic review
72
Übersichtsarbeit
72
Mehrbändiges Werk
69
Multi-volume publication
69
Bibliografie
56
Forschungsbericht
55
more ...
less ...
Language
All
English
65,444
German
4,505
Undetermined
474
French
331
Spanish
124
Italian
114
Polish
73
Russian
31
Dutch
26
Portuguese
21
Hungarian
15
Swedish
15
Finnish
11
Danish
10
Norwegian
8
Romanian
7
Czech
4
Slovak
4
Bulgarian
3
Arabic
2
Lithuanian
2
Serbian
2
Ukrainian
2
Afrikaans
1
Croatian
1
more ...
less ...
Author
All
Fabozzi, Frank J.
283
Maurer, Raimond
128
Mitchell, Olivia S.
116
Ongena, Steven
104
Guidolin, Massimo
101
Lucas, André
100
Platen, Eckhard
97
McAleer, Michael
95
Brady, Michael Emmett
88
Lo, Andrew W.
87
Campbell, John Y.
81
Satchell, Stephen
79
Ang, Andrew
78
Jarrow, Robert A.
73
Acharya, Viral V.
72
Hens, Thorsten
72
Rösch, Daniel
72
Weber, Martin
72
Gollier, Christian
70
Gouriéroux, Christian
69
Gürtler, Marc
68
Kraft, Holger
68
Altman, Edward I.
65
Wong, Wing Keung
65
Caporale, Guglielmo Maria
63
Uppal, Raman
63
Härdle, Wolfgang
61
Schenk-Hoppé, Klaus Reiner
61
Pelizzon, Loriana
60
Blake, David
59
Longstaff, Francis A.
59
Korn, Ralf
58
Račev, Svetlozar T.
58
Zagst, Rudi
58
Duffie, Darrell
57
Levy, Haim
56
Markowitz, Harry
56
Peydró, José-Luis
56
Stambaugh, Robert F.
56
Zaremba, Adam
56
more ...
less ...
Institution
All
National Bureau of Economic Research
713
Basel Committee on Banking Supervision
66
Institut für Schweizerisches Bankwesen <Zürich>
57
National Centre of Competence in Research North South <Bern>
35
Frankfurt School of Finance & Management
31
Institute of Finance and Accounting <London>
23
Springer Fachmedien Wiesbaden
21
World Bank
20
Frank J. Fabozzi Associates <New Hope, Pa.>
17
London School of Economics and Political Science
17
OECD
17
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
17
International Center for Financial Asset Management and Engineering
15
Deutsche Bundesbank <Frankfurt, Main> / Volkswirtschaftliche Forschungsgruppe
14
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
14
Ekonomiska forskningsinstitutet <Stockholm>
13
Manchester Business School
13
Max-Planck-Institut für Ökonomik <Jena> / Abteilung Strategische Interaktion
13
Center for Economic Research <Tilburg>
12
Rodney L. White Center for Financial Research
12
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
12
Swiss National Centre of Competence in Research North South <Bern>
12
Erasmus Research Institute of Management
11
Fisher Investments Inc. <Woodside, Calif.>
11
International Organization of Securities Commissions
11
Nationalekonomiska Institutionen <Lund>
11
Pensions Institute
11
Springer International Publishing
11
The Wharton Financial Institutions Center
11
Universität Zürich / Institut für Schweizerisches Bankwesen
11
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
11
World Bank Group
11
Fachhochschule des BFI Wien
10
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
10
Goethe-Universität Frankfurt am Main
10
International Association for the Study of Insurance Economics
10
Internationaler Währungsfonds
10
CFA Institute <Charlottesville, Va.>
9
Federal Reserve System / Division of Research and Statistics
9
Friedrich-Schiller-Universität Jena
9
more ...
less ...
Published in...
All
Journal of banking & finance
1,019
NBER working paper series
698
Finance research letters
664
Working paper / National Bureau of Economic Research, Inc.
587
European journal of operational research : EJOR
579
Insurance / Mathematics & economics
528
NBER Working Paper
515
International review of financial analysis
411
Journal of financial economics
404
International journal of theoretical and applied finance
350
Management science : journal of the Institute for Operations Research and the Management Sciences
325
Journal of economic dynamics & control
319
Discussion paper / Centre for Economic Policy Research
310
Risks : open access journal
304
Research paper series / Swiss Finance Institute
303
The journal of finance : the journal of the American Finance Association
296
Applied economics
282
Economics letters
279
International review of economics & finance : IREF
279
The journal of asset management
261
Economic modelling
258
Journal of empirical finance
258
The journal of portfolio management : a publication of Institutional Investor
258
The review of financial studies
252
SpringerLink / Bücher
249
Quantitative finance
244
Finance and stochastics
243
The European journal of finance
243
Discussion paper / Tinbergen Institute
239
Research in international business and finance
234
Discussion papers / CEPR
231
The North American journal of economics and finance : a journal of financial economics studies
231
Journal of financial and quantitative analysis : JFQA
229
Mathematical finance : an international journal of mathematics, statistics and financial theory
223
Journal of risk and financial management : JRFM
221
Journal of international financial markets, institutions & money
218
Applied economics letters
211
Working paper
211
Swiss Finance Institute Research Paper
196
Pacific-Basin finance journal
194
more ...
less ...
Source
All
ECONIS (ZBW)
69,055
USB Cologne (EcoSocSci)
924
USB Cologne (business full texts)
456
EconStor
350
RePEc
318
BASE
27
Other ZBW resources
8
ArchiDok
7
OLC EcoSci
7
more ...
less ...
Showing
21
-
30
of
71,152
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
21
Should bank loan portfolio be diversified under government capital injection and deposit insurance fund protection?
Chen, Shi
;
Chang, Chuen-Ping
- In:
International review of economics & finance : IREF
38
(
2015
),
pp. 131-141
Persistent link: https://www.econbiz.de/10011572342
Saved in:
22
Hedging systematic risk in high yield portfolios with a synthetic overlay : a comparative analysis of equity instruments vs. credit default swaps
Dor, Arik Ben
;
Guan, Jingling
- In:
The journal of fixed income
26
(
2017
)
4
,
pp. 5-24
Persistent link: https://www.econbiz.de/10011684756
Saved in:
23
Optimal portfolios with credit default swaps
Ambrosini, Giuseppe
;
Menoncin, Francesco
- In:
Journal of financial services research : JFSR
54
(
2018
)
1
,
pp. 81-109
Persistent link: https://www.econbiz.de/10012024972
Saved in:
24
Application of copula-GARCH to estimate VaR of a portfolio with credit default swaps
Huang, Jhe-Jheng
;
So, Leh-Chyan
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 382-407
Persistent link: https://www.econbiz.de/10011874816
Saved in:
25
Initial margin estimations for credit default
swap
portfolios
Ivanov, Stanislav
- In:
The journal of financial market infrastructures
5
(
2017
)
4
,
pp. 22-49
Persistent link: https://www.econbiz.de/10011729219
Saved in:
26
A libor market model including credit risk under the real-world measure
Lopes, Sara Dutra
;
Vázquez, Carlos
- In:
The journal of computational finance
24
(
2020
)
3
,
pp. 111-141
Persistent link: https://www.econbiz.de/10012544160
Saved in:
27
The role of Asian Credit Default
Swap
index in portfolio risk management
Liu, Jianxu
;
Chatchai Khiewngamdee
;
Songsak Sriboonchitta
- In:
Robustness in econometrics
,
(pp. 435-447)
.
2017
Persistent link: https://www.econbiz.de/10011801781
Saved in:
28
A robust decision support approach to portfolio risk reduction based on credit default
swap
Wu, Dexiang
;
Wu, Desheng Dash
- In:
The journal of fixed income
27
(
2018
)
3
,
pp. 86-95
Persistent link: https://www.econbiz.de/10011803854
Saved in:
29
Mutual Fund Holdings of Credit Default Swaps : Liquidity Management and Risk Taking
Zhu, Zhongyan
-
2016
Using a comprehensive dataset of mutual funds' quarterly holdings of credit default
swap
(CDS) contracts during 2007 …
Persistent link: https://www.econbiz.de/10012998315
Saved in:
30
Worst-Case-Analysen des Ausfallrisikos von Finanzderivaten unter Berücksichtigung von Markteinflüssen
Barth, Jörn
-
2000
Persistent link: https://www.econbiz.de/10013432848
Saved in:
First
Prev
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->