Hochschulschrift

Challenges of capital allocation in one- and multi-period credit risk

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Location: Deutsche Nationalbibliothek Frankfurt am Main

Dimensions: 30 cm

Extent: VI, 99 Bl.

Language: Englisch

Notes: graph. Darst.
Regensburg, Univ., Diss., 2013

Keyword: Kreditrisiko
Portfolio-Management
Kreditgeschäft
Theorie
Kreditrisiko
Portfolio Selection
Kreditgeschäft

Creator: Pfister, Tamara

Table of contents: https://d-nb.info/1047720833/04

Rights: Bei diesem Objekt liegt nur das Inhaltsverzeichnis digital vor. Der Zugriff darauf ist unbeschränkt möglich.

Last update: 11.06.2025, 2:28 PM CEST

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Hochschulschrift

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Pfister, Tamara

Other Objects (12)

Hochschulschrift

Challenges of capital allocation in one- and multi-period credit risk

Hochschulschrift

Multi-period credit portfolio selection

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Capital allocation in credit portfolios in a multi-period setting: a literature review and practical guidelines

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Multi-period credit default prediction : a survival analysis approach

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Multi-period credit default prediction with time-varying covariates

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Multi-Period Credit Default Prediction - A Survival Analysis Approach

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Creating Synthetic Option Strategies for Asset Allocation with Transaction Costs Using Multi-Period Stochastic Programming

Nonconvex multi-period mean-variance portfolio optimization

Hochschulschrift

Challenges of capital allocation in one- and multi-period credit risk

Hochschulschrift

Multi-period credit portfolio selection

Hochschulschrift

Multi-period credit portfolio selection

Capital allocation in credit portfolios in a multi-period setting: a literature review and practical guidelines

Hochschulschrift

Multi-period credit default prediction : a survival analysis approach

Arbeitspapier

Multi-period credit default prediction with time-varying covariates

Hochschulschrift

Multi-Period Credit Default Prediction - A Survival Analysis Approach

Multi-period disassembly planning

Arbeitspapier

Credit allocation, capital requirements and procyclicality

Arbeitspapier

Credit allocation, capital requirements and output

Creating Synthetic Option Strategies for Asset Allocation with Transaction Costs Using Multi-Period Stochastic Programming

Nonconvex multi-period mean-variance portfolio optimization

Hochschulschrift

Challenges of capital allocation in one- and multi-period credit risk

Hochschulschrift

Multi-period credit portfolio selection

Hochschulschrift

Multi-period credit portfolio selection

Capital allocation in credit portfolios in a multi-period setting: a literature review and practical guidelines

Hochschulschrift

Multi-period credit default prediction : a survival analysis approach

Arbeitspapier

Multi-period credit default prediction with time-varying covariates

Hochschulschrift

Multi-Period Credit Default Prediction - A Survival Analysis Approach

Multi-period disassembly planning

Arbeitspapier

Credit allocation, capital requirements and procyclicality

Arbeitspapier

Credit allocation, capital requirements and output

Creating Synthetic Option Strategies for Asset Allocation with Transaction Costs Using Multi-Period Stochastic Programming

Nonconvex multi-period mean-variance portfolio optimization

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Challenges of capital allocation in one- and multi-period credit risk

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Other Objects (12)

Challenges of capital allocation in one- and multi-period credit risk

Multi-period credit portfolio selection

Multi-period credit portfolio selection

Capital allocation in credit portfolios in a multi-period setting: a literature review and practical guidelines

Multi-period credit default prediction : a survival analysis approach

Multi-period credit default prediction with time-varying covariates

Multi-Period Credit Default Prediction - A Survival Analysis Approach

Multi-period disassembly planning

Credit allocation, capital requirements and procyclicality

Credit allocation, capital requirements and output

Creating Synthetic Option Strategies for Asset Allocation with Transaction Costs Using Multi-Period Stochastic Programming

Nonconvex multi-period mean-variance portfolio optimization

Challenges of capital allocation in one- and multi-period credit risk

Multi-period credit portfolio selection

Multi-period credit portfolio selection

Capital allocation in credit portfolios in a multi-period setting: a literature review and practical guidelines

Multi-period credit default prediction : a survival analysis approach

Multi-period credit default prediction with time-varying covariates

Multi-Period Credit Default Prediction - A Survival Analysis Approach

Multi-period disassembly planning

Credit allocation, capital requirements and procyclicality

Credit allocation, capital requirements and output

Creating Synthetic Option Strategies for Asset Allocation with Transaction Costs Using Multi-Period Stochastic Programming

Nonconvex multi-period mean-variance portfolio optimization

Challenges of capital allocation in one- and multi-period credit risk

Multi-period credit portfolio selection

Multi-period credit portfolio selection

Capital allocation in credit portfolios in a multi-period setting: a literature review and practical guidelines

Multi-period credit default prediction : a survival analysis approach

Multi-period credit default prediction with time-varying covariates

Multi-Period Credit Default Prediction - A Survival Analysis Approach

Multi-period disassembly planning

Credit allocation, capital requirements and procyclicality

Credit allocation, capital requirements and output

Creating Synthetic Option Strategies for Asset Allocation with Transaction Costs Using Multi-Period Stochastic Programming

Nonconvex multi-period mean-variance portfolio optimization

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