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Number of items at this level: 6.

B

Betz, Jennifer and Krueger, Steffen and Kellner, Ralf and Roesch, Daniel (2020) Macroeconomic effects and frailties in the resolution of non-performing loans. JOURNAL OF BANKING & FINANCE, 112: 105212. ISSN 0378-4266, 1872-6372

H

Honig, Igor and Kircher, Felix (2025) Large dynamic covariance matrices and portfolio selection with a heterogeneous autoregressive model. JOURNAL OF BANKING & FINANCE, 178: 107505. ISSN 0378-4266, 1872-6372

J

Jobst, Rainer and Kellner, Ralf and Roesch, Daniel (2020) Bayesian loss given default estimation for European sovereign bonds. INTERNATIONAL JOURNAL OF FORECASTING, 36 (3). pp. 1073-1091. ISSN 0169-2070, 1872-8200

K

Kellner, Ralf and Nagl, Maximilian and Rösch, Daniel (2022) Opening the black box - Quantile neural networks for loss given default prediction. JOURNAL OF BANKING & FINANCE, 134: 106334. ISSN 0378-4266, 1872-6372

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

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

This list was generated on Fri Aug 7 00:31:36 2026 CEST.
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