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Ergebnisse 1-10 von 14.
ErscheinungsjahrTitelAutor:innen
2016Credit scoring by fuzzy support vector machines with a novel membership function
In: Band: 9, 2016, Heft: 4, S. 1-10
Shi, Jian; Xu, Benlian
2016The determinants of equity risk and their forecasting implications: A quantile regression perspective
In: Band: 9, 2016, Heft: 3, S. 1-25
Bonaccolto, Giovanni; Caporin, Massimiliano
2016Portfolios dominating indices: Optimization with second-order stochastic dominance constraints vs. minimum and mean variance portfolios
In: Band: 9, 2016, Heft: 4, S. 1-14
Keçeci, Neslihan Fidan; Kuzmenko, Viktor; Uryasev, Stan
2016On setting day-ahead equity trading risk limits
In: Band: 9, 2016, Heft: 3, S. 1-20
Fuertes, Ana-Maria; Olmo, Jose
2016Application of vine copulas to credit portfolio risk modeling
In: Band: 9, 2016, Heft: 2, S. 1-15
Geidosch, Marco; Fischer, Matthias
2016Probability of default and default correlations
In: Band: 9, 2016, Heft: 3, S. 1-19
Li, Weiping
2016VaR and CVaR implied in option prices
In: Band: 9, 2016, Heft: 1, S. 1-6
Adesi, Giovanni Barone
2016Down-side risk metrics as portfolio diversification strategies across the global financial crisis
In: Band: 9, 2016, Heft: 2, S. 1-18
Allen, David E.; McAleer, Michael; Powell, Robert J.; Singh, Abhay K.
2016Revisiting structural modeling of credit risk: Evidence from the credit default swap (CDS) market
In: Band: 9, 2016, Heft: 2, S. 1-20
Huang, Zhijian; Luo, Yuchen
2016Humanizing finance by hedging property values
In: Band: 9, 2016, Heft: 2, S. 1-11
Roig Hernando, Jaume