Barclays (United Kingdom)

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合作机构同一篇文章里的其他机构

1. University of Southampton英国1
2. Wells Fargo (United States)美国1
3. École Normale Supérieure Paris-Saclay法国1
4. Karlsruhe Institute of Technology德国1
5. UNSW Sydney澳大利亚1
6. University of St Andrews英国1

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逐年被引

最新文献

1. 1
   The Short-Run Policy Constraints of Long-Run ExpectationsJournal of Political Economy20257
2. 2
   A Model-Free Term Structure of U.S. Dividend PremiumsReview of Financial Studies202214
3. 3
   Modelling credit grade migration in large portfolios using cumulative t-link transition modelsEuropean Journal of Operational Research20164
4. 4
   The application of Hermite polynomials to risk allocationJournal of Risk20161
5. 5
   Hermite approximations in credit portfolio modeling with probability of default–loss given default correlationJournal of Credit Risk20151
6. 6
   A weighted likelihood estimator for operational risk data: improving the accuracy of capital estimates by robustifying maximum likelihood estimatesJournal of Operational Risk20152

高被引文献

1. 1
   A Model-Free Term Structure of U.S. Dividend PremiumsReview of Financial Studies202214
2. 2
   The Short-Run Policy Constraints of Long-Run ExpectationsJournal of Political Economy20257
3. 3
   Modelling credit grade migration in large portfolios using cumulative t-link transition modelsEuropean Journal of Operational Research20164
4. 4
   A weighted likelihood estimator for operational risk data: improving the accuracy of capital estimates by robustifying maximum likelihood estimatesJournal of Operational Risk20152
5. 5
   The application of Hermite polynomials to risk allocationJournal of Risk20161
6. 6
   Hermite approximations in credit portfolio modeling with probability of default–loss given default correlationJournal of Credit Risk20151

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