Wijst Nico van der

Nico van der Wijst

Information about the author Nico van der Wijst will soon be added to the site.
Found 4 papers in total
Optimal portfolio selection and dynamic benchmark tracking
Optimal portfolio selection and dynamic benchmark tracking
2005
This paper analyzes different approaches to portfolio selection when the requirement...
Default probabilities in a corporate bank portfolio: A logistic model approach
Default probabilities in a corporate bank portfolio: A logistic model approach
2001
Analysis and management of credit risk has taken on an increased importance in recent...
Analyzing risk and performance using the multi-factor concept
Analyzing risk and performance using the multi-factor concept
1996
In this paper, we present a new model to analyze the risk and the expected level of...
A new approach to firm evaluation
A new approach to firm evaluation
1993
In this paper, a method is developed to evaluate firms on the basis of the risks they...
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