Credit Risk Management and Insurance Practices - An Overview

M. Moses Antony Rajendran · Zenodo (CERN European Organization for Nuclear Research) · 2015

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Type: article
Published: 2015-04-04
Cited by: 1
References: 16
Access: Open access
DOI: https://doi.org/10.5281/zenodo.3965327
OpenAlex: https://openalex.org/W2139130483
Semantic Scholar: https://api.semanticscholar.org/CorpusID:168114833

Keywords

Credit rating, Credit risk, Credit enhancement, Bond credit rating, Credit history

References

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When Stock is Less Risky than Treasury BillsWilliam Reichenstein — 1986
Shortfall risk and the asset allocation decisionMartin L. Leibowitz, Terence C. Langetieg — 1989
Allocation of Capital in the Insurance IndustryJ. David Cummins — 2000
CAPITAL ALLOCATION FOR INSURANCE COMPANIESStewart C. Myers, James A. Read — 2001
Stocks, Bonds, Bills, and Inflation Over 52 YearsRobert A. Levy — 1978
Risks and Portfolio Decisions Involving Hedge FundsVikas Agarwal, Narayan Y. Naik — 2004
A Factor Approach to Asset AllocationRoger Clarke, Harindra de Silva, Robert Glenn Murdock — 2005
Private Equity Performance and Liquidity RiskFrancesco A. Franzoni, Éric Nowak, Ludovic Phalippou — 2012
The Cross Section of Expected Stock ReturnsJonathan Lewellen — 2014
Invited Editorial CommentSébastien Page, Mark A. Taborsky — 2011
Portfolio of Risk Premia: A New Approach to DiversificationMark Ellis — 2010
Capital Allocation in Financial FirmsAndré F. Perold — 2005
Capital Allocation in Financial FirmsAndré F. Perold — 2001
THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETSJohn Lintner — 1965
Understanding Active Portfolio ManagementLaurence B. Siegel, Barton Waring — 2009
Allocation of CapitalM. Kriele, Jochen Wolf — 2014

Cited by

Determinants of Credit Rating Actions: Evidence from International Maritime CompaniesElif Korkmaz, Ersin Fırat Akgül, Seçil Sigalı — 2017

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