From post

копировать удалить добавить публикацию в буфер
Запись сообщества
посмотреть историю данной записи
URL
DOI
BibTeX
EndNote
APA
Chicago
DIN 1505
Harvard
MSOffice XML

Credit portfolios: What defines risk horizons and risk measurement?

S. Ebnöther, и P. Vanini. Journal of Banking & Finance, 31 (12): 3663--3679 (декабря 2007)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed.

A note on robustness in Merton's model of intertemporal consumption and portfolio choiceF. Trojani, и P. Vanini. Journal of Economic Dynamics and Control, 26 (3): 423--435 (марта 2002)Optimal credit limit management under different information regimesM. Leippold, P. Vanini, и S. Ebnoether. Journal of Banking & Finance, 30 (2): 463--487 (февраля 2006)Credit portfolios: What defines risk horizons and risk measurement?S. Ebnöther, и P. Vanini. Journal of Banking & Finance, 31 (12): 3663--3679 (декабря 2007)An analysis of IMF-induced moral hazardB. Döbeli, и P. Vanini. Journal of Banking & Finance, 28 (12): 2933--2956 (декабря 2004)A simple model of credit contagionD. Egloff, M. Leippold, и P. Vanini. Journal of Banking & Finance, 31 (8): 2475--2492 (августа 2007)A geometric approach to multiperiod mean variance optimization of assets and liabilitiesM. Leippold, F. Trojani, и P. Vanini. Journal of Economic Dynamics and Control, 28 (6): 1079--1113 (марта 2004)Equilibrium impact of value-at-risk regulationM. Leippold, F. Trojani, и P. Vanini. Journal of Economic Dynamics and Control, 30 (8): 1277--1313 (августа 2006)