University of Bremen - Department of Business Administration
nominal price effect, behavioral finance, asset pricing, low beta, skewness of returns
Default Risk, Credit Risk
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default risk, credit risk, risk management, forecasting, internal models.
cross-section of stock returns, covariances, characteristics, IPCA
File name: SSRN-id2805997.pdf
model selection risk, financial forecasting, performance persistence, dimension-reduction, kernel regression, pattern recognition
credit rating, event study, too big to fail, SIFI, multi-factor approach
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