//--> //--> //--> //-->
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
Stochastic intensity models of...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Portfolio selection
25
Portfolio-Management
25
Theorie
19
Theory
19
Risikomanagement
18
Risk management
17
Risiko
13
Risk
13
Option pricing theory
10
Optionspreistheorie
10
Credit risk
8
Derivat
8
Derivative
8
Kreditrisiko
8
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Estimation theory
6
Risikomaß
6
Risk measure
6
Schätztheorie
6
CAPM
5
Financial crisis
5
Financial market
5
Financial market regulation
5
Finanzkrise
5
Finanzmarkt
5
Finanzmarktregulierung
5
Capital income
4
Clearing
4
Collateral
4
Financial clearing
4
Kapitaleinkommen
4
Kreditsicherung
4
OTC market
4
OTC-Handel
4
Welt
4
World
4
Basel III
3
Business network
3
Börsenkurs
3
more ...
less ...
Online availability
All
Free
65
Undetermined
17
Type of publication
All
Book / Working Paper
84
Article
48
Type of publication (narrower categories)
All
Article in journal
29
Aufsatz in Zeitschrift
29
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Aufsatz im Buch
2
Book section
2
Mehrbändiges Werk
1
Multi-volume publication
1
research-article
1
more ...
less ...
Language
All
English
94
Undetermined
38
Author
All
Goldberg, Lisa R.
69
Ghamami, Samim
35
Goldberg, Lisa
32
Hayes, Michael Y.
13
Giesecke, Kay
12
Glasserman, Paul
8
Mahmoud, Ola
8
Leshem, Ran
7
Anderson, Robert M.
6
Geddes, Patrick
6
Zhang, Bo
6
Bianchi, Stephen
5
Cai, Taotao
5
Barbieri, Angelo
4
Bianchi, Stephen W.
4
Connor, Gregory
4
Dubikovsky, Vladislav
4
Gladkevich, Alexei
4
Hand, Pete
4
Kamat, Rajnish
4
Kercheval, Alec N.
4
Korajczyk, Robert A.
4
Ross, Sheldon
4
Kremer, Jason
3
Lee, Kiseop
3
Miller, Guy
3
Mouti, Saad
3
Owyong, David T.
3
Shepard, Peter
3
Shkolnik, Alexander
3
Stoyanov, Tsvetan
3
Branch, Michael
2
Breger, Ludovic
2
Carr, Peter
2
Cheyette, Oren
2
Cuffe, Stacy
2
Cummings, Alan
2
Ding, Xiaowei
2
Gunther, Nicholas
2
Menchero, Jose
2
more ...
less ...
Institution
All
Federal Reserve Board (Board of Governors of the Federal Reserve System)
3
arXiv.org
3
Published in...
All
MSCI Barra Research Paper
9
Journal of investment management : JOIM
8
Quantitative Finance
5
The journal of portfolio management : a publication of Institutional Investor
5
Financial analysts' journal : FAJ
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
Finance and Economics Discussion Series
3
Finance and economics discussion series
3
Papers / arXiv.org
3
Columbia Business School Research Paper
2
Finance and stochastics
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Ebrary online
1
FEDS Working Paper
1
FEDS Working Paper 2014-54
1
Finance and Stochastics
1
Financial analysts journal : FAJ
1
International journal of financial engineering
1
Journal of Risk Finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial intermediation
1
Journal of risk
1
Mathematics and financial economics
1
Mathematics of operations research
1
OFR WP 16-07
1
Operations Research, Forthcoming
1
Operations research : the journal of the Operations Research Society of America
1
Risk : managing risk in the world's financial markets
1
Risk management : a modern perspective
1
The Journal of Risk Finance
1
The Journal of finance and data science : JFDS
1
The handbook of fixed income securities
1
The journal of asset management : a major new, international quarterly journal for the financial community
1
The journal of beta investment strategies
1
The journal of credit risk : published quarterly by Incisive Media
1
http://dx.doi.org/10.17016/FEDS.2015.026
1
more ...
less ...
Source
All
ECONIS (ZBW)
108
RePEc
13
OLC EcoSci
9
USB Cologne (EcoSocSci)
1
Other ZBW resources
1
Showing
1
-
10
of
132
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Stochastic intensity models of wrong way risk : wrong way CVA need not exceed independent CVA
Ghamami, Samim
;
Goldberg, Lisa
-
2014
Persistent link: https://www.econbiz.de/10010434045
Saved in:
2
Volatility of the short rate in the rational lognormal model
Goldberg, Lisa
- In:
Finance and stochastics
2
(
1998
)
2
,
pp. 199-211
Persistent link: https://www.econbiz.de/10001235405
Saved in:
3
A structural analysis of the default swap market : part 2 (relative value)
Goldberg, Lisa
;
Kamat, Rajnish
;
Kremer, Jason
- In:
Journal of investment management : JOIM
7
(
2009
)
2
,
pp. 4-22
Persistent link: https://www.econbiz.de/10003862666
Saved in:
4
What would Yale do if it were taxable?
Geddes, Patrick
;
Goldberg, Lisa
;
Bianchi, Stephen W.
- In:
Financial analysts' journal : FAJ
71
(
2015
)
4
,
pp. 10-23
Persistent link: https://www.econbiz.de/10011380236
Saved in:
5
Determinants of levered portfolio performance
Anderson, Robert M.
;
Bianchi, Stephen W.
;
Goldberg, Lisa
- In:
Financial analysts' journal : FAJ
70
(
2014
)
5
,
pp. 53-72
Persistent link: https://www.econbiz.de/10010529028
Saved in:
6
Is there a green factor?
Chia, Chin-ping
;
Goldberg, Lisa
;
Owyong, David T.
; …
- In:
The journal of portfolio management : a publication of …
35
(
2008/09
)
3
,
pp. 34-40
Persistent link: https://www.econbiz.de/10009520429
Saved in:
7
Allocating assets in climates of extreme risk : a new paradigm for stress testing portfolios
Cuffe, Stacy L.
;
Goldberg, Lisa
- In:
Financial analysts' journal : FAJ
68
(
2012
)
2
,
pp. 85-107
Persistent link: https://www.econbiz.de/10009561189
Saved in:
8
Will my risk parity strategy outperform?
Anderson, Robert M.
;
Bianchi, Stephen W.
;
Goldberg, Lisa
- In:
Financial analysts' journal : FAJ
68
(
2012
)
6
,
pp. 75-93
Persistent link: https://www.econbiz.de/10009680548
Saved in:
9
Restoring value to minimum variance
Goldberg, Lisa
;
Leshem, Ran
;
Geddes, Patrick
- In:
Journal of investment management : JOIM
12
(
2014
)
2
,
pp. 32-39
Persistent link: https://www.econbiz.de/10010388909
Saved in:
10
Forecasting default in the face of uncertainty
Giesecke, Kay
;
Goldberg, Lisa
- In:
The journal of derivatives : the official publication …
12
(
2004
)
1
,
pp. 11-25
Persistent link: https://www.econbiz.de/10002210953
Saved in:
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...
//-->