Risk analysis with contractual default. Does covenant breach matter?
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Publication:2355962
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Cites work
- scientific article; zbMATH DE number 1999206 (Why is no real title available?)
- Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
- Coherent measures of risk
- Coherent risk measures in inventory problems
- Evaluating income streams: A decision analysis approach
- Identification of a small reliable and efficient set of consistent scenarios
- Measures of risk
- Newsvendor solutions via conditional value-at-risk minimization
- Portfolio selection under distributional uncertainty: a relative robust CVaR approach
- Proper Conditioning for Coherent VaR in Portfolio Management
- Reclaiming quasi-Monte Carlo efficiency in portfolio value-at-risk simulation through Fourier transform
- Risk assessment for banking systems
- Risk-adjusted probability measures in portfolio optimization with coherent measures of risk
- Simulating sensitivities of conditional value at risk
- The Kolmogorov-Smirnov Test for Goodness of Fit
- The optimal portfolio problem with coherent risk measure constraints.
- What drives value creation in investment projects? An application of sensitivity analysis to project finance transactions
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