Recent advances in credit risk management

Gespeichert in:

Bibliographische Detailangaben
Veröffentlicht in:	Risk assessment
1. Verfasser:	Cowell, Frances (VerfasserIn)
Weitere Verfasser:	Racheva, Borjana (VerfasserIn), Trück, Stefan (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	2008
Schlagworte:	Kreditrisiko > Risikomanagement > Portfolio-Management > Aufsatz im Buch
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Titel	Jahr	Verfasser
Automative finance : the case for an industry-specific approach to risk-management	2008	Diekmann, Christian
Time dependent relative risk aversion	2008	Giacomini, Enzo
A new tempered stable distribution and its application to finance	2008
Asset securitisation as a profits management instrument	2008	Schmidtchen, Markus
Estimation of α-stable sub-gaussian distributions for asset returns	2008
The road to hedge fund replication : the very first steps	2008	Jaeger, Lars
Pricing tranches of a CDO and a CDS index : recent advances and furture research	2008	Wang, Dezhong
Risk measures for portfolio vectors and allocation of risks	2008	Rüschendorf, Ludger
Recent advances in credit risk management	2008	Cowell, Frances
Evidence on time-varying factor models for equity portfolio construction	2008	Ebner, Markus
Portfolio selection with common correlation mixture models	2008	Haas, Markus
Stable ETL optimal portfolios and extreme risk management	2008