Pages that link to "Item:Q5464333"

The following pages link to DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS (Q5464333):

Displaying 22 items.

• The cost of operational risk loss insurance (Q541592) (← links)
• How to invest optimally in corporate bonds: a reduced-form approach (Q844585) (← links)
• Analyses of mortgage-backed securities based on unobservable prepayment cost processes (Q853854) (← links)
• Asset allocation with contagion and explicit bankruptcy procedures (Q999740) (← links)
• Managing risks from climate impacted hazards -- the value of investment flexibility under uncertainty (Q1744490) (← links)
• Optimal portfolio and consumption selection with default risk (Q1946970) (← links)
• Event risk, contingent claims and the temporal resolution of uncertainty (Q2257042) (← links)
• A unified approach to pricing and risk management of equity and credit risk (Q2349596) (← links)
• Endogenous current coupons (Q2412391) (← links)
• Tax liens: a novel application of asset pricing theory (Q2425556) (← links)
• Pricing default events: surprise, exogeneity and contagion (Q2511807) (← links)
• Portfolio optimization with a defaultable security (Q2643672) (← links)
• EXPECTATIONS OF FUNCTIONS OF STOCHASTIC TIME WITH APPLICATION TO CREDIT RISK MODELING (Q2831002) (← links)
• RELATING TOP-DOWN WITH BOTTOM-UP APPROACHES IN THE EVALUATION OF ABS WITH LARGE COLLATERAL POOLS (Q2882686) (← links)
• ASSET ALLOCATION AND ASSET PRICING IN THE FACE OF SYSTEMIC RISK: A LITERATURE OVERVIEW AND ASSESSMENT (Q2892981) (← links)
• An optimal portfolio problem in a defaultable market (Q3059692) (← links)
• First passage time for multivariate jump-diffusion processes in finance and other areas of applications (Q3077491) (← links)
• Stochastic mortality under measure changes (Q3103210) (← links)
• Online-Retail Supply Chain Optimization with Credit Period and Selling Price-Dependent Demand (Q6053489) (← links)
• Pricing contingent convertibles with idiosyncratic risk (Q6053640) (← links)
• The no-arbitrage pricing of non-traded assets (Q6076760) (← links)
• Bond portfolio optimization with long-range dependent credits (Q6175328) (← links)