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Assetkorrelationen der Schlüsselbranchen in Deutschland
Hamerle, Alfred; Liebig, Thilo; Rösch, Daniel - In: Die Bank (2002) 7, pp. 470-473
Persistent link: https://www.econbiz.de/10001677942
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Eurozone sovereign default risk and capital : a Bayesian approach
Jobst, Rainer; Rösch, Daniel - In: The journal of fixed income : JFI 31 (2022) 3, pp. 41-65
Persistent link: https://www.econbiz.de/10012802447
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A shrinkage approach for Sharpe ratio optimal portfolios with estimation risks
Kircher, Felix; Rösch, Daniel - In: Journal of banking & finance 133 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10013256632
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Statistical and machine learning for credit and market risk management
Nagl, Maximilian - 2022
Persistent link: https://www.econbiz.de/10012880193
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A Bayesian Re-Interpretation of "significant" empirical financial research
Kellner, Ralf; Rösch, Daniel - In: Finance research letters 38 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10012485268
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Bayesian loss given default estimation for European sovereign bonds
Jobst, Rainer; Kellner, Ralf; Rösch, Daniel - In: International journal of forecasting 36 (2020) 3, pp. 1073-1091
Persistent link: https://www.econbiz.de/10012497723
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Systematic effects among loss given defaults and their Implications on downturn estimation
Betz, Jennifer; Kellner, Ralf; Rösch, Daniel - In: European journal of operational research : EJOR 271 (2018) 3, pp. 1113-1144
Persistent link: https://www.econbiz.de/10011903289
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Macroeconomic effects and frailties in the resolution of non-performing loans
Betz, Jennifer; Krüger, Steffen; Kellner, Ralf; … - In: Journal of banking & finance 112 (2020), pp. 1-26
Persistent link: https://www.econbiz.de/10012225295
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Computing valuation adjustments for counterparty credit risk using a modified supervisory approach
Büchel, Patrick; Kratochwil, Michael; Rösch, Daniel - In: Review of derivatives research 23 (2020) 3, pp. 273-322
Persistent link: https://www.econbiz.de/10012303233