Financial risk modeling

Known as: Risk model, Risk modeling, Risk models 
Financial risk modeling refers to the use of formal econometric techniques to determine the aggregate risk in a financial portfolio. Risk modeling is… (More)
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Highly Cited
2010
Highly Cited
2010
We apply machine-learning techniques to construct nonlinear nonparametric forecasting models of consumer credit risk. By… (More)
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Review
2006
Review
2006
Enrolment: this course is recommended for Master-level students in Financial Engineering and also to PhD students interested in… (More)
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Highly Cited
2005
Highly Cited
2005
BACKGROUND Studies in hypertensive patients suggest that ambulatory blood pressure (BP) is prognostically superior to office BP… (More)
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Highly Cited
2004
Highly Cited
2004
Privacy is a difficult design issue that is becoming increasingly important as we push into ubiquitous computing environments… (More)
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Highly Cited
2002
Highly Cited
2002
This is the first study that uses Merton’s (1974) option pricing model to compute default measures for individual firms and… (More)
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Highly Cited
2002
Highly Cited
2002
I demonstrate that ratings-based capital rules, including both the current Basel Accord proposed revision, can be reconciled with… (More)
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Highly Cited
1999
Highly Cited
1999
Two methods are frequently used for modeling the choice among uncertain outcomes: stochastic dominance and mean–risk approaches… (More)
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Highly Cited
1998
Highly Cited
1998
Want to get experience? Want to get any ideas to create new things in your life? Read risk modeling assessment and management now… (More)
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Highly Cited
1998
Highly Cited
1998
Within the past two years, important advances have been made in modeling credit risk at the portfolio level. Practitioners and… (More)
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Highly Cited
1996
Highly Cited
1996
esearchers in the field of financial economics have long recognized the importance of measuring the risk of a portfolio of… (More)
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