Items where Division is "Business, Economics and Information Systems > Institut für Betriebswirtschaftslehre > Lehrstuhl für Statistik und Risikomanagement (Prof. Dr. Rösch)" and Year is 2021

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Number of items: 5.

B

Betz, Jennifer and Kellner, Ralf and Rösch, Daniel (2021) Time matters: How default resolution times impact final loss rates. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES C-APPLIED STATISTICS, 70 (3). pp. 619-644. ISSN 0035-9254, 1467-9876

K

Kellner, Ralf and Roesch, Daniel (2021) A Bayesian Re-Interpretation of "significant" empirical financial research. FINANCE RESEARCH LETTERS, 38: 101402. ISSN 1544-6123, 1544-6131

Kircher, Felix and Roesch, Daniel (2021) A shrinkage approach for Sharpe ratio optimal portfolios with estimation risks. JOURNAL OF BANKING & FINANCE, 133: 106281. ISSN 0378-4266, 1872-6372

Kratochwil, Michael (2021) Credit exposure under the new standardized approach for counterparty credit risk: fixing the treatment of equity options. JOURNAL OF CREDIT RISK, 17 (1). pp. 31-60. ISSN 1744-6619, 1755-9723

L

Lee, Yongwoong and Roesch, Daniel and Scheule, Harald (2021) Systematic credit risk in securitised mortgage portfolios. JOURNAL OF BANKING & FINANCE, 122: 105996. ISSN 0378-4266, 1872-6372

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