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Jeffrey R. Bohn

University of California, Berkeley

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Publication

Featured researches published by Jeffrey R. Bohn.

The Credit Market Handbook: Advanced Modeling Issues | 2005

Reduced Form vs. Structural Models of Credit Risk: A Case Study of Three Models

Navneet Arora; Jeffrey R. Bohn; Fanlin Zhu

Archive | 2009

Active Credit Portfolio Management in Practice

Jeffrey R. Bohn; Roger M. Stein

Archive | 2005

POWER AND LEVEL VALIDATION OF THE EDF ™ CREDIT MEASURE IN THE U.S.

Jeffrey R. Bohn; Navneet Arora; Irina Korablev

Archive | 2009

Active Credit Portfolio Management in Practice: Bohn/Active

Jeffrey R. Bohn; Roger M. Stein

Archive | 2008

Humpbacks in Credit Spreads

Deepak Agarwal; Jeffrey R. Bohn

Social Science Research Network | 2016

Identifying Broad and Narrow Financial Risk Factors with Convex Optimization

Alexander Shkolnik; Lisa R. Goldberg; Jeffrey R. Bohn

Archive | 2013

Approaches to Improving Bank Share Value Using Credit Portfolio Management and Credit - Transfer Pricing

Jeffrey R. Bohn; Roger M. Stein

Archive | 2011

Building a Better Bank: A Case Study

Jeffrey R. Bohn; Roger M. Stein

Archive | 2011

PD Model Validation

Jeffrey R. Bohn; Roger M. Stein

Archive | 2011

The Framework: Definitions and Concepts

Jeffrey R. Bohn; Roger M. Stein

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Roger M. Stein

Massachusetts Institute of Technology

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Alexander Shkolnik

Stanford University

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Lisa R. Goldberg

University of California

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