Abnormal performance in small portfolios with event-induced volatility: the case of stock splits

von Baixauli, J. Samuel
Veröffentlicht in The journal of financial research (2007)

Implied severity density estimation : an extended semiparametric method to compute credit value at risk

von Baixauli, J. Samuel
Veröffentlicht in Computational economics (2012)

On the accuracy of loss-given-default prediction intervals

von Baixauli, J. Samuel
Veröffentlicht in Journal of risk finance (2009)

Evaluating effects of excess kurtosis on VaR estimates : evidence for international stock indices

von Baixauli, J. Samuel
Veröffentlicht in Review of quantitative finance and accounting (2006)

The role of market-implied severity modeling for credit VaR

von Baixauli, J. Samuel
Veröffentlicht in Annals of economics and finance (2010)

The bias of unhealthy SMEs in bankruptcy prediction models

von Baixauli, J. Samuel
Veröffentlicht in Journal of small business and enterprise development (2010)

Combining structural models and accounting-based models for measuring credit risk in real estate companies

von Baixauli, J. Samuel
Veröffentlicht in International journal of managerial finance (2012)