Credit risk management
- Investing in China’s High-Yield Debt Markets: A Proposed Credit Analysis FrameworkJie Liu and Frank J. FabozziThe Journal of Portfolio Management August 2015, 41 (5) 136-147; DOI: https://doi.org/10.3905/jpm.2015.41.5.136
- Extending Fama–French Factors to Corporate Bond MarketsDemir Bektić, Josef-Stefan Wenzler, Michael Wegener, Dirk Schiereck and Timo SpielmannThe Journal of Portfolio Management February 2019, 45 (3) 141-158; DOI: https://doi.org/10.3905/jpm.2019.45.3.141
- Managing Pension Liability Credit Risk: Maintaining a Total Portfolio PerspectiveAaron MederThe Journal of Portfolio Management October 2009, 36 (1) 90-99; DOI: https://doi.org/10.3905/JPM.2009.36.1.090
- Power Purchase Agreements and Financing Renewables: An InterdependencySteffen Hundt, Johanna Jahnel and Andreas HorschThe Journal of Structured Finance April 2021, 27 (1) 35-50; DOI: https://doi.org/10.3905/jsf.2020.1.119
- Did the U.S. Housing Crisis Start in 2003? The Impact of Borrower Subsequent DebtJiawei “David” Zhang and Hua “Tony” TangThe Journal of Structured Finance October 2017, 23 (3) 100-107; DOI: https://doi.org/10.3905/jsf.2017.23.3.100
- Making a Case for Deep Cover Mortgage InsuranceSteve Mackey and Ted DurantThe Journal of Structured Finance April 2016, 22 (1) 56-67; DOI: https://doi.org/10.3905/jsf.2016.22.1.056
- The Case for Alternative Credit Enhancement Structures
in GSE SecuritizationsLaurie S. Goodman and Landon D. ParsonsThe Journal of Structured Finance April 2012, 18 (1) 76-84; DOI: https://doi.org/10.3905/jsf.2012.18.1.076 - Copula-Based Portfolio Credit Risk Assessment in Infrastructure Project FinancingFeng Dong, Nicola Chiara, Nakhon Kokkaew and Alex XuThe Journal of Private Equity February 2012, 15 (2) 31-40; DOI: https://doi.org/10.3905/jpe.2012.15.2.031
- Stochastic Intensity Models of Wrong Way Risk: Wrong Way CVA Need Not Exceed Independent CVASamim Ghamami and Lisa R. GoldbergThe Journal of Derivatives February 2014, 21 (3) 24-35; DOI: https://doi.org/10.3905/jod.2014.21.3.024
- Deep Learning Credit Risk ModelingGerardo Manzo and Xiao QiaoThe Journal of Fixed Income September 2021, 31 (2) 101-127; DOI: https://doi.org/10.3905/jfi.2021.1.121
Pages
Explore our content to discover more relevant research
- Behavioral Finance
- Theory (38)
- In Markets (189)
- In Portfolio Management (153)
- In Wealth Management (95)
- Derivatives
- Options (514)
- Credit default swaps (124)
- Counterparty risk (24)
- Other (205)
- Factors, risk premia
- Factor-based models (474)
- Style investing (170)
- Other (55)
- Fixed income and structured finance
- Project finance (86)
- International Investing
- Legal/regulatory/public policy
- Long-term/retirement investing
- Wealth management (583)
- Retirement (450)
- Social security (93)
- Pension funds (169)
- Other (56)
- Mutual funds/passive investing/indexing
- Mutual fund performance (248)
- Passive strategies (150)
- Other (319)
- Performance measurement
- Volatility measures (391)
- Performance measurement (1568)
- Portfolio management/multi-asset allocation
- Portfolio theory (683)
- Portfolio construction (1710)
- ESG investing (298)
- Manager selection (292)
- Other (292)
- Quantitative methods
- Statistical methods (1276)
- Simulations (287)
- Quantitative methods (427)
- Real assets/alternative investments/private equity
- Real estate (214)
- Commodities (183)
- Other real assets (96)
- Currency (155)
- Private equity (718)
- Risk management
- Credit risk management (285)
- Tail risks (147)
- Risk management (814)
- Security analysis and valuation
- Technical analysis (116)