Harald Scheule

Publication Activity (10 Years)

Years Active: 2014-2022
Publications (10 Years): 3

Top Topics

Nonmonotonic Inference

Asset Management

Top Venues

Eur. J. Oper. Res.

J. Oper. Res. Soc.

Publications

Thi Mai Luong, Harald Scheule
Benchmarking forecast approaches for mortgage credit risk for forward periods. Eur. J. Oper. Res. 299 (2) (2022)
Hung Xuan Do, Daniel Rösch, Harald Scheule
Predicting loss severities for residential mortgage loans: A three-step selection approach. Eur. J. Oper. Res. 270 (1) (2018)
Yongwoong Lee, Daniel Rösch, Harald Scheule
Accuracy of mortgage portfolio risk forecasts during financial crises. Eur. J. Oper. Res. 249 (2) (2016)
Daniel Rösch, Harald Scheule
Forecasting probabilities of default and loss rates given default in the presence of selection. J. Oper. Res. Soc. 65 (3) (2014)
Kristina Lützenkirchen, Daniel Rösch, Harald Scheule
Asset portfolio securitizations and cyclicality of regulatory capital. Eur. J. Oper. Res. 237 (1) (2014)