SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Incorporating severity variations into credit risk
0 references·3 citing·9 second hop
Incorporating severity variations into credit risk (2001)Incorporating severity variations into cr…The common drivers of default risk (2014)The common drivers of default…Numerically Stable Computation of CreditRisk+ (2004)Numerically Stable Computatio…A hybrid heuristic approach to discrete multi-objective optimization of credit portfolios (2003)A hybrid heuristic approach t…Portfolio Selection (1952)Modern Portfolio Theory and Investment Analysis. (1982)Coherent Measures of Risk (1999)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)Home Bias at Home: Local Equity Preference in Domestic Portfolios (1999)Bank lending during the financial crisis of 2008 (2009)An Introduction to Credit Risk Modeling (2002)An Introduction to Credit Risk Modeling (2002)Saddlepoint approximation of CreditRisk+ (2002)
this work references cited by second hop

References

No references inside the corpus for this window.

Cited by

  • 2003A hybrid heuristic approach to discrete multi-objective optimization of credit portfolios37 cited
  • 2004Numerically Stable Computation of CreditRisk+28 cited
  • 2014The common drivers of default risk26 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work